Asymmetric relationship between investors' sentiment and stock returns : evidence from a quantile non‐causality test
Year of publication: |
December 2017
|
---|---|
Authors: | Li, Haiqi ; Guo, Yu ; Park, Sung Y. |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 17.2017, 4, p. 617-626
|
Subject: | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns | Kausalanalyse | Causality analysis | USA | United States |
-
A reappraisal of the causal relationship between sentiment proxies and stock returns
Reis, Pedro M. Nogueira, (2021)
-
Empirical analysis of relationship between FPI and NIFTY returns
Kumar, Parul, (2020)
-
How investor attention affects stock returns? : some international evidence
Akarsu, Sergen, (2022)
- More ...
-
Estimation and test for quantile nonlinear cointegrating regression
Li, Haiqi, (2016)
-
Li, Haiqi, (2011)
-
Li, Haiqi, (2015)
- More ...