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Investor attention and stock market volatility
Andrei, Daniel; Hasler, Michael; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 33-72
Persistent link: https://www.econbiz.de/10011289300
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The sum of all FEARS investor sentiment and asset prices
Da, Zhi; Engelberg, Joseph; Gao, Pengjie - In: The review of financial studies 28 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011289301
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Flights to safety
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen; Wei, Min - In: The review of financial studies 33 (2020) 2, pp. 689-746
Persistent link: https://www.econbiz.de/10012197990
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The determinants of stock and bond return comovements
Baele, Lieven; Bekaert, Geert; Inghelbrecht, Koen - In: The review of financial studies 23 (2010) 6, pp. 2374-2428
Persistent link: https://www.econbiz.de/10003976044