Can investor sentiment be a momentum time-series predictor? : evidence from China
Xing Han, Youwei Li
Year of publication: |
June 2017
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Authors: | Han, Xing ; Li, Youwei |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 42.2017, p. 212-239
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Subject: | Investor sentiment | Return predictability | Bias correction | China | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis | Prognose | Forecast |
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