Individual mean-variance relation and stock-level investor sentiment
Year of publication: |
February 2017
|
---|---|
Authors: | Kim, Jun Sik ; Kim, Da-Hea ; Seo, Sung Won |
Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 18.2017, 1, p. 20-34
|
Subject: | investor sentiment | mean-variance relation | risk-return trade-off | conditional variance | buy-sell imbalance | individual stock markets | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Volatilität | Volatility | CAPM | Theorie | Theory |
-
Bianchi, Daniele, (2024)
-
International sentiment spillovers in equity returns
Bathia, Deven, (2016)
-
Covariance forecasting in equity markets
Symitsi, Efthymia, (2018)
- More ...
-
Investor sentiment and return predictability of the option to stock volume ratio
Kim, Jun Sik, (2017)
-
Index options open interest and stock market returns
Seo, Sung Won, (2020)
-
Uncertainty and the volatility forecasting power of option‐implied volatility
Jeon, Byounghyun, (2020)
- More ...