Can the Chinese volatility index reflect investor sentiment?
Wen Long, Manyi Zhao, Yeran Tang
| Year of publication: |
2021
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|---|---|
| Authors: | Long, Wen ; Zhao, Manyi ; Tang, Yeran |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 73.2021, p. 1-18
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| Subject: | Correlation | EEMD | Investor sentiment | iVX | Mixed-frequency dynamic factor analysis | Anlageverhalten | Behavioural finance | Volatilität | Volatility | China | Faktorenanalyse | Factor analysis | Korrelation | 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.irfa.2020.101612 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012803434