Forecasting volatility with investor pessimism index : exploring the predictive power of search queries
Year of publication: |
2024
|
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Authors: | Chu, Xiaojun ; Xu, Li |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 1, p. 3-23
|
Subject: | Chinese stock market | investor pessimism index | investor sentiment | volatility forecasting | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | China | Aktienindex | Stock index |
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