终止的正反馈交易与收益可预测性的下降

IF 3.9 2区 经济学 Q1 Economics, Econometrics and Finance Journal of Financial and Quantitative Analysis Pub Date : 2023-08-18 DOI:10.1017/s0022109023000959
Itzhak Ben-David, Jiacui Li, Andrea Rossi, Yang Song
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Discontinued Positive Feedback Trading and the Decline of Return Predictability
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来源期刊
CiteScore
6.60
自引率
5.10%
发文量
131
期刊介绍: The Journal of Financial and Quantitative Analysis (JFQA) publishes theoretical and empirical research in financial economics. Topics include corporate finance, investments, capital and security markets, and quantitative methods of particular relevance to financial researchers. With a circulation of 3000 libraries, firms, and individuals in 70 nations, the JFQA serves an international community of sophisticated finance scholars—academics and practitioners alike. The JFQA prints less than 10% of the more than 600 unsolicited manuscripts submitted annually. An intensive blind review process and exacting editorial standards contribute to the JFQA’s reputation as a top finance journal.
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