Investor attention, ETF returns, and country-specific factors
Chien-Chiang Lee, Mei-Ping Chen, Chi-Chuan Lee
| Year of publication: |
2021
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|---|---|
| Authors: | Lee, Chien-chiang ; Chen, Mei-Ping ; Lee, Chi-Chuan |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 56.2021, p. 1-19
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| Subject: | Country-specific factors | Exchange-traded funds | Google searches | Investor attention | Method of moments quantile regression | Anlageverhalten | Behavioural finance | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Regressionsanalyse | Regression analysis | Momentenmethode | Method of moments | Volatilität | Volatility | CAPM | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101386 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013267884