Factor momentum, option-implied volatility scaling, and investor sentiment
Crossref DOI link: https://doi.org/10.1057/s41260-021-00229-x
Published Online: 2021-07-03
Published Print: 2022-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Grobys, Klaus
Kolari, James W.
Rutanen, Jere
Funding for this research was provided by:
University of Vaasa
Text and Data Mining valid from 2021-07-03
Version of Record valid from 2021-07-03
Article History
Revised: 16 June 2021
Accepted: 22 June 2021
First Online: 3 July 2021