Herding behavior, market sentiment and volatility : will the bubble resume?
Year of publication: |
November 2017
|
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Authors: | Bekiros, Stelios ; Jlassi, Mouna ; Lucey, Brian M. ; Naoui, Kamel ; Uddin, Mohammed Gazi Salah |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 42.2017, p. 107-131
|
Subject: | Herding | Quantile regression | Implied volatility | Volatilität | Volatility | Herdenverhalten | Spekulationsblase | Bubbles | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Finanzkrise | Financial crisis | Börsenkurs | Share price | Aktienmarkt | Stock market | Theorie | Theory |
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