Modeling Sentiment, Temporal Volatility and Excess Returns : Empirical Evidence from Segmented Stock Market
Year of publication: |
2018
|
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Authors: | Sadaqat, Mohsin |
Other Persons: | Butt, Hilal Anwar (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | CAPM | Börsenkurs | Share price | ARCH-Modell | ARCH model |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Business & Economics 8 (2), 202-228 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 31, 2016 erstellt Volltext nicht verfügbar |
Classification: | A12 - Relation of Economics to Other Disciplines ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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