Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market
Zhifang He
| Year of publication: |
2022
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|---|---|
| Authors: | He, Zhifang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 78.2022, p. 177-194
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| Subject: | Investor sentiment | Quantile regression | Risk-return tradeoff | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.11.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013334559