Market sentiment dispersion and its effects on stock return and volatility
Year of publication: |
August 2017
|
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Authors: | See-To, Eric W. K. ; Yang, Yang |
Published in: |
Electronic markets : the international journal on networked business. - Heidelberg : Springer, ISSN 1019-6781, ZDB-ID 1309988-7. - Vol. 27.2017, 3, p. 283-296
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Subject: | Investor sentiment | Text mining | Return and volatility predictability | Volatilität | Volatility | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | Text |
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