An Agent-Based Approach for Time-Series Momentum and Reversal
Crossref DOI link: https://doi.org/10.1007/s11424-020-8042-2
Published Online: 2020-05-07
Published Print: 2020-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Zhaoyuan
Liu, Shancun
Yang, Haijun
Wu, Harris
Text and Data Mining valid from 2020-04-01
Version of Record valid from 2020-04-01
Article History
Received: 8 February 2018
Revised: 19 April 2019
First Online: 7 May 2020