员工情绪与股票收益

登录后收藏

学术论文

员工情绪与股票收益

作者Jian Chen; Guohao Tang; Jiaquan Yao; Guofu Zhou

机构
  • Xiamen University
  • Xiamen University - School of Economics
  • Hunan University of Finance and Economics
  • Hunan University - College of Finance and Statistics
  • Jinan University
  • Washington University in St. Louis
  • Washington University in St. Louis - John M. Olin Business School

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。

投资标的:SPY、BIL。再平衡:每月。Universe: SPY, BIL. Parameters: rebalance=monthly.