Market Volatility and the Trend Factor
The paper explores the link between stock market volatility and trend factor profits, finding that the trend factor performs better after high volatility periods as investors depend more on trend signals.
Featured in No. 25 on 8 Nov 2023 · 6 days after release · 0 citations today
- Released
- 2 Nov 2023
- First featured
- No. 25 · 8 Nov 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4621388
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