Published 2024-12-01
“…The independent variable "information genotype" was calculated as the actual deviation from the expected number of executions: The dependent variable "inertia" was calculated using two measures - the Unexpected Profit Index (
UPI) and the market Sentiment Index (SENTI): The following regression models were used to evaluate the hypotheses: The independent variable "information genotype" was proxied by 3 scenarios: 1) Positive-to-negative consecutive information, 2) Negative-to-positive consecutive information, and 3) Simultaneous information (good and bad news). …”
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