Predicting stock and bond market returns with emotions : evidence from futures markets
Year of publication: |
2023
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Authors: | Shen, Jiancheng ; Griffith, John ; Najand, Mohammad ; Sun, Licheng |
Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 24.2023, 3, p. 333-344
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Subject: | Futures market | GARCH model | Investor sentiment | Stock and bond return predictability | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Rentenmarkt | Bond market | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Anleihe | Bond |
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