Intraday sentiment and market returns
Bin Gao, Xihua Liu
| Year of publication: |
2020
|
|---|---|
| Authors: | Gao, Bin ; Liu, Xihua |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 48-62
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| Subject: | Intraday sentiment | Returns predictability | Spillover effect | Contagion effect | Out-of-sample forecasting | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Spillover-Effekt | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.03.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486317