Analysing stock market data : market sentiment approach and its measures
Year of publication: |
2017
|
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Authors: | Moseki, K. K. ; Rao, K. S. Madhava |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 5.2017, 1, p. 1-15
|
Subject: | divergence measures | equity price | market sentiments | multinomial model | volatility | weekly states | Börsenkurs | Share price | Volatilität | Volatility | Messung | Measurement | Aktienmarkt | Stock market | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2017.1367147 [DOI] hdl:10419/194714 [Handle] |
Classification: | C19 - Econometric and Statistical Methods: General. Other ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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