Investor sentiment and stock return volatility : evidence from the Johannesburg Stock Exchange
Year of publication: |
2019
|
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Authors: | Rupande, Lorraine ; Muguto, Hilary Tinotenda ; Muzindutsi, Paul-Francois |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 7.2019, 1, p. 1-16
|
Subject: | Generalised autoregressive conditional heteroscedasticity model (GARCH) | investor sentiment | stock return volatility | noise traders | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Schätzung | Estimation | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2019.1600233 [DOI] hdl:10419/245225 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; g40 ; g41 |
Source: | ECONIS - Online Catalogue of the ZBW |
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