Market Sentiment, Valuations and Business Cycles on Bet-Against-Beta and  Residual Variance Factors for Stock Return Momentum

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Keywords	Bet-against-beta, Residual variance, Factor investing, Market Sentiment, Business Cycles, Valuations
Thesis Advisor	Kong, L., Emery, Logan
Persistent URL	hdl.handle.net/2105/72363
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Punselie, Paco. (2024). Market Sentiment, Valuations and Business Cycles on Bet-Against-Beta and Residual Variance Factors for Stock Return Momentum. In Finance & Investments.http://hdl.handle.net/2105/72363

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