Feedback trading and the behavioural ICAPM: multivariate evidence across international equity and bond markets
Year of publication: |
2011
|
---|---|
Authors: | Dean, Warren ; Faff, Robert |
Published in: |
Applied Financial Economics. - Taylor & Francis Journals, ISSN 0960-3107. - Vol. 21.2011, 22, p. 1665-1678
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Publisher: |
Taylor & Francis Journals |
Subject: | feedback trading | autocorrelated returns | behavioural ICAPM | GARCH-M | equity and bond markets | international evidence |
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