A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices
Year of publication: |
July 2016
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Authors: | Bekiros, Stelios ; Gupta, Rangan ; Kyei, Clement |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 31/33, p. 2895-2898
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Subject: | Investor sentiment | stock markets | non-linear dependence | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Börsenkurs | Share price | Schätzung | Estimation |
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