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Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
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Forecasting returns with fundamentals-removed investor sentiment
Stivers, Adam - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 319-341
The Baker and Wurgler (2006) sentiment index purports to measure irrational investor sentiment, while the University of Michigan Consumer Sentiment Index is designed to largely reflect fundamentals. Removing this fundamental component from the Baker and Wurgler index creates an index of investor...
Persistent link: https://www.econbiz.de/10011312208
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End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther; Rangvid, Jesper - In: Journal of financial economics 115 (2015) 1, pp. 136-154
Persistent link: https://www.econbiz.de/10011327248
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An examination of investor sentiment effect on G7 stock market returns
Bathia, Deven; Bredin, Donal - In: The European journal of finance 19 (2013) 9/10, pp. 909-937
Persistent link: https://www.econbiz.de/10010245651
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Effects of business and consumer confidence on stock market returns : cross-sectional evidence
Sum, Vichet - In: Economics, management and financial markets 9 (2014) 1, pp. 21-25
Persistent link: https://www.econbiz.de/10011543631
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Understanding the impact of changes in consumer confidence on hotel stock performance in Taiwan
Chen, Ming-Hsiang - In: International journal of hospitality management 50 (2015), pp. 55-65
Persistent link: https://www.econbiz.de/10011387963
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Composite survey sentiment as a predictor of future market returns : evidence for German equity indices
Rakovská, Zuzana - In: International review of economics & finance : IREF 73 (2021), pp. 473-495
Persistent link: https://www.econbiz.de/10012692413
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Value at risk and the cross-section of expected returns : evidence from China
Gui, Pingshu; Zhu, Yifeng - In: Pacific-Basin finance journal 66 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013252854
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Managerial sentiment, consumer confidence and sector returns
Salhin, Ahmed; Sherif, Mohamed; Jones, Edward - In: International review of financial analysis 47 (2016), pp. 24-38
Persistent link: https://www.econbiz.de/10011624031
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Composite survey sentiment as a predictor of future market returns: evidence for German equity indices
Rakovská, Zuzana - 2020
Persistent link: https://www.econbiz.de/10012493166