Does investor sentiment differently affect stocks in different sectors? : evidence from China
Year of publication: |
2023
|
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Authors: | Niu, Hongli ; Lu, Yao ; Wang, Weiqing |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 9, p. 3224-3244
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Subject: | Investor sentiment | Stock return | Wavelet approach | Multiscale analysis | Nonlinear Granger causality | Anlageverhalten | Behavioural finance | Kausalanalyse | Causality analysis | China | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Aktienmarkt | Stock market | Zustandsraummodell | State space model |
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