基于注意力传染机制的股市动量与反转模型研究
彭叠峰, 饶育蕾, 雷湘媛
A Unified Model of Momentum and Reversal in Stock Markets Based on Attention Contagion Mechanism
PENG Die-feng, RAO Yu-lei, LEI Xiang-yuan
中国管理科学
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2015, (5): 32
-40
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DOI: 10.16381/j.cnki.issn1003-207x.2015.05.005