Recalibrating Rationality: Behavioral Biases, Herding, and Market Anomalies in Post-Pandemic Equity and Credit Markets
“This study recalibrates financial market rationality by integrating behavioural biases, herding, and momentum anomalies within a unified framework.”
AssetEquities
StrategyMomentumnews sentiment
TechniqueLinear factor model
GeographyGlobalIndia
Also stated: Daily, 2020–2024, Price and volume, Text and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
Institutional-grade audit of this strategy.
£5 — Request the audit- Audit of the paper claims accounting for costs, luck, crises, originality, geography, etc.
- Reproduction code integratable into Bloomberg, IBKR, etc.
- Bias-free datasets for backtesting included
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The paper's neighbourhoodMomentum and trend following by year
FamilyMomentum and trend following289Factor investing240Machine learning return prediction153News sentiment and text signals14818 more · 854
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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