Testing the mood seasonality hypothesis : evidence from down under
Year of publication: |
2020
|
---|---|
Authors: | Lee, Deok-Hyeon ; Min, Byoung-Kyu ; Xiao, Yuchao |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 64.2020, p. 1-10
|
Subject: | Anomalies | Investor mood | Return predictability | Return seasonality | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Australien | Australia |
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