Showing 1 - 4 of 4
This experimental paper investigates the impact of emotions on risk and return estimates of stocks. Participants rate well-known blue-chip firms on an emotional scale and forecast risk and return of the firms' stock. We find that positive emotions lead to a prediction of high return and low...
Persistent link: https://www.econbiz.de/10003919373
Based on a unique high-frequency dataset for more than fifty commodities, currencies, equity indices, and fixed income instruments spanning more than two decades, we document strong similarities in realized volatilities patterns across assets and asset classes. Exploiting these similarities...
Persistent link: https://www.econbiz.de/10012970195
Persistent link: https://www.econbiz.de/10011927185
Persistent link: https://www.econbiz.de/10011884274