Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Chunpeng Yang and Rengui Zhang
| Year of publication: |
2014
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|---|---|
| Authors: | Yang, Chunpeng ; Zhang, Rengui |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 7/9, p. 966-972
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| Subject: | investor sentiment | MIDAS regression model | panel data model | individual effect | Regressionsanalyse | Regression analysis | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Panel | Panel study | Kapitaleinkommen | Capital income | Theorie | Theory | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010399534