Robert P. Schumaker, Hsinchun Chen. Evaluating a news-aware quantitative trader: The effect of momentum and contrarian stock selection strategies. JASIS, 59(2):247-255, 2008. [doi]
@article{SchumakerC08,
title = {Evaluating a news-aware quantitative trader: The effect of momentum and contrarian stock selection strategies},
author = {Robert P. Schumaker and Hsinchun Chen},
year = {2008},
doi = {10.1002/asi.20739},
url = {http://dx.doi.org/10.1002/asi.20739},
tags = {context-aware},
researchr = {https://researchr.org/publication/SchumakerC08},
cites = {0},
citedby = {0},
journal = {JASIS},
volume = {59},
number = {2},
pages = {247-255},
}