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Purpose -The purpose of this paper is to investigate the impact of individual investor sentiment on the return process and conditional volatility of three main US market indices (Dow Jones Industrial Average, S&P500 and Nasdaq100). Individual investor sentiment is measured by aggregate money...
Persistent link: https://www.econbiz.de/10010761723
Employee Stock Options are the most widely used incentive compensation tool, and prior research has shown their advantages. However, research among different peer groups, different time frames, different research methodologies, and the constantly changing public opinion prevents unanimous...
Persistent link: https://www.econbiz.de/10014939812
Purpose – The purpose of this paper is to investigate the impact of individual investor sentiment on the return process and conditional volatility of three main US market indices (Dow Jones Industrial Average, S&P500 and Nasdaq100). Individual investor sentiment is measured by aggregate money...
Persistent link: https://www.econbiz.de/10014940015