Investor following and volatility : a GARCH approach
Year of publication: |
2015
|
---|---|
Authors: | Aouadi, Amal ; Arouri, Mohamed ; Teulon, Frédéric |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 3, p. 765-779
|
Subject: | Investor Following | Online Search | Stock Volatility | Schätzung | Estimation | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income |
-
Asymmetric and negative return-volatility relation : a behavioural explanation
Abbes, Mouna Boujelbène, (2013)
-
Muguto, Hilary Tinotenda, (2022)
-
Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein, (2015)
- More ...
-
Investor attention and stock market activity : evidence from France
Aouadi, Amal, (2013)
-
Can Information Demand Help to Predict Stock Market Liquidity ? Google it !
Arouri, Mohamed, (2013)
-
Investor Following and Volatility: A GARCH Approach
Aouadi, Amal, (2014)
- More ...