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Time-varying herding spillover for emerging countries : evidence from BRIC countries and Turkey

Yasir, Muhammad; Özlem Önder, A. - In: Review of behavioral finance : RBF 15 (2023) 5, pp. 709-728

Persistent link: https://www.econbiz.de/10014340965

Is VIX an investor fear gauge in BRIC equity markets?

Sarwar, Ghulam - In: Journal of multinational financial management 22 (2012) 3, pp. 55-65

Persistent link: https://www.econbiz.de/10009629157

Housing price dynamics : the impact of stock market sentiment and the spillover effect

Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867

Persistent link: https://www.econbiz.de/10012655714

International sentiment spillovers in equity returns

Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359

Persistent link: https://www.econbiz.de/10011698788

Migration policy uncertainty and stock market investor sentiment

Ordu-Akkaya, Beyza Mina - In: Journal of capital markets studies 2 (2018) 2, pp. 136-147

Purpose - The purpose of this paper is to examine the volatility transmission between migration policy uncertainty …/methodology/approach - The author proxies volatility via EGARCH (1,1) for all series and employs Diebold-Yilmaz (2012) methodology to test the …, as well as the direction. Findings - Findings propose that volatility transmission is from migration index to stock …

Persistent link: https://www.econbiz.de/10012114457

Nonlinear effect of sentiment on momentum

Li, Kai - In: Journal of economic dynamics & control 133 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10014535145

Sentiment and stock market connectedness : evidence from the U.S. - China trade war

Bissoondoyal-Bheenick, Emawtee; Do, Hung; Hu, Xiaolu; … - In: International review of financial analysis 80 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013366184

Value investing versus other investment strategies : a volatility spillover approach and portfolio hedging strategies for investors

Papathanasiou, Spyros; Dokas, Ioannis; Koutsokostas, Drosos - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013538949

Investor sentiment contagion and network connectedness : evidence from China and other international stock markets

Liu, Yandi; Zhang, Jun; Guo, Na; Liu, Jingshan - In: The Manchester School 91 (2023) 6, pp. 587-613

Persistent link: https://www.econbiz.de/10014427574

Revisiting the pricing impact of commodity market spillovers on equity markets

Pinto-Ávalos, Francisco; Bowe, Michael; Hyde, Stuart - In: Journal of commodity markets : JCM 33 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014526496

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