How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Year of publication: |
2022
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Authors: | Chen, Qitong ; Zhu, Huiming ; Yu, Dongwei ; Hau, Liya |
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. 59.2022, p. 1-25
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Subject: | Causality-in-quantiles test | Crude oil | Investor attention | Quantile-on-quantile regression | Time-frequency | Ölpreis | Oil price | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Kausalanalyse | Causality analysis | Welt | World | Erdöl | Petroleum | Regressionsanalyse | Regression analysis | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income |
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