Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification
Year of publication: |
January 2018
|
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Authors: | Namouri, Hela ; Jawadi, Fredj ; Ftiti, Zied ; Hachicha, Néjib |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 5, p. 559-573
|
Subject: | Dynamic non-linear stock returns | investor sentiment | threshold effect | panel smooth threshold regression | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Aktienmarkt | Stock market |
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