Bottom-up sentiment and return predictability of the market portfolio
Jiaqi Guo, Youwei Li, Min Zheng
| Year of publication: |
2019
|
|---|---|
| Authors: | Guo, Jiaqi ; Li, Youwei ; Zheng, Min |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 57-60
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| Subject: | Bottom-up sentiment | Market return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Schätzung | Estimation | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012417714