Is news the main reason why momentum and reversal take place in the stock market?

Chengyao Wu, Xindan Li, Haifei Liu. Is news the main reason why momentum and reversal take place in the stock market?. In Sixth International Conference on Natural Computation, ICNC 2010, Yantai, Shandong, China, 10-12 August 2010. pages 2912-2915, IEEE, 2010. [doi]

Authors

Chengyao Wu

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Xindan Li

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Haifei Liu

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