The time varying relation between consumer confidence and equities
Year of publication: |
2014
|
---|---|
Authors: | Ciner, Cetin |
Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 15.2014, 4, p. 312-317
|
Subject: | Sentiment | Frequency domain | Stock returns | Kapitaleinkommen | Capital income | Verbrauchervertrauensindex | Consumer confidence index | Börsenkurs | Share price | Konsumentenverhalten | Consumer behaviour | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
-
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo, (2017)
-
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo, (2018)
-
Stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi, (2012)
- More ...
-
Linkages among agricultural commodity futures prices: evidence from Tokyo
Booth, G. Geoffrey, (2001)
-
Information transmission across currency futures markets: Evidence from frequency domain tests
Ciner, Cetin, (2011)
-
Commodity prices and inflation: Testing in the frequency domain
Ciner, Cetin, (2011)
- More ...