Predictability of stock returns of financial companies and the role of investor sentiment : a multi-country analysis
Year of publication: |
December 2015
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Authors: | Kadilli, Anjeza |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 21.2015, p. 26-45
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Subject: | Predictability of stock returns of financial companies | Investor sentiment | Regime switching | Panel data | Financial crisis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Finanzkrise | Börsenkurs | Share price | Schätzung | Estimation |
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