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source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Cho, Hoon"
~person:"Zhou, Liyun"
~subject:"Regressionsanalyse"
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Kapitaleinkommen
Regressionsanalyse
Anlageverhalten
5
Behavioural finance
5
Börsenkurs
5
Capital income
5
Estimation
5
Schätzung
5
Share price
5
Investor sentiment
3
Asset pricing
2
CAPM
2
Excess returns
2
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
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Ansteckungseffekt
1
Arbitrageur
1
Asset prices
1
Behavior finance
1
Behavioral finance
1
Capital market returns
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Conditional stock returns
1
Contagion effect
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Earnings announcement return
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Factor model
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Financial market
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Finanzmarkt
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Firm characteristics
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Firm-specific investor sentiment
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Gewinn
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Individual stock crowded trades
1
Individual stock investor sentiment
1
Inflation expectations
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Inflationserwartung
1
Investor trading behavior
1
Kapitalmarktrendite
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Cho, Hoon
Zhou, Liyun
Todorov, Viktor
8
Gupta, Rangan
6
Bollerslev, Tim
5
Hau, Liya
4
Zhu, Huiming
4
Andersen, Torben
3
Dai, Zhifeng
3
Ghysels, Eric
3
Hoderlein, Stefan
3
Lamarche, Carlos
3
Paolella, Marc S.
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Tauchen, George Eugene
3
Xiu, Dacheng
3
Yang, Chunpeng
3
Ai, Chunrong
2
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Bertanha, Marinho
2
Chen, Heng
2
Chernozhukov, Victor
2
Chiang, Harold D.
2
Fan, Yanqin
2
Francq, Christian
2
Gao, Jiti
2
Harding, Matthew C.
2
Hong, Yongmiao
2
Hsu, Yu-Chin
2
Jiang, Cuixia
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kim, Tae-hwan
2
Lee, Nayoung
2
Li, Jia
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Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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2
Firm-specific investor sentiment and the stock market response to earnings news
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 221-240
Persistent link: https://www.econbiz.de/10012120234
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3
Firm-specific investor sentiment and daily stock returns
Seok, Sang Ik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012204504
Saved in:
4
Individual stock crowded trades, individual stock investor sentiment and excess returns
Yang, Chunpeng
;
Zhou, Liyun
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 39-53
Persistent link: https://www.econbiz.de/10011673294
Saved in:
5
Investor trading behavior, investor sentiment and asset prices
Yang, Chunpeng
;
Zhou, Liyun
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 42-62
Persistent link: https://www.econbiz.de/10011539669
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