Factor returns and FOMC announcements: The role of sentiment
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DOI: 10.1016/j.qref.2024.03.014
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More about this item
Keywords
Factor investing; FOMC announcements; Sentiment;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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