Does Chinese investor sentiment predict Asia-pacific stock markets? : evidence from a nonparametric causality-in-quantiles test
Year of publication: |
2021
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Authors: | Li, Xiao |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-13
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Subject: | Asia-pacific stock market | Cross-country evidence | Investor sentiment | Investor sentiment contagion | Nonparametric causality-in-quantiles test | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Asiatisch-pazifischer Raum | Asia-Pacific region | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Kapitaleinkommen | Capital income | China |
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