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The Impact of Retail Investors’ Sentiment on Conditional Volatility of Stocks and Bonds
Hadad, Elroi; Kedar-Levy, Haim - 2022
We measure bond and stock conditional return volatility as a function of changes in sentiment, proxied by six indicators from the Tel Aviv Stock Exchange. We find that changes in sentiment affect conditional volatilities at different magnitudes and often in an opposite manner in the two markets,...
Persistent link: https://www.econbiz.de/10013306289
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Investor sentiment and stock return volatility : evidence from the Johannesburg Stock Exchange
Rupande, Lorraine; Muguto, Hilary Tinotenda; … - In: Cogent economics & finance 7 (2019) 1, pp. 1-16
risk distribution of financial assets. In conventional financial theory, investors are considered to be rational and any …
Persistent link: https://www.econbiz.de/10012023919
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The Real Effects of Sentiment and Uncertainty
Birru, Justin; Young, Trevor - 2023
, and investment measures. We also document similar effects for aggregate equity issuance. Consistent with theory, we find …
Persistent link: https://www.econbiz.de/10014350126
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Issues in money, banking and herding
Drehmann, Mathias - 2003
Persistent link: https://www.econbiz.de/10001746688
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Three essays on hidden liquidity in financial markets
Cebiroglu, Gökhan - 2013
Persistent link: https://www.econbiz.de/10010396391
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Information risk, market stress and institutional herding in financial markets : new evidence through the lens of a simulated model
Boortz, Christopher; Kremer, Stephanie; Jurkatis, Simon; … - 2014
This paper employs numerical simulations of the Park and Sabourian (2011) herd model to derive new theory …
Persistent link: https://www.econbiz.de/10010356865
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Three essays on hidden liquidity in financial markets
Cebiroglu, Gökhan - 2013
Persistent link: https://www.econbiz.de/10010403814
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Information Mirages an experimentellen Wertpapiermärkten
Kugler, Patrick L. - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003297768
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Behavioural factors and macroeconomic news on financial markets
Heiden, Sebastian - 2013
Persistent link: https://www.econbiz.de/10011385783
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Risk and return of a trend-chasing application in financial markets: an empirical test
Ilomäki, Jukka - In: Risk management : a journal of risk, crisis and disaster 20 (2018) 3, pp. 258-272
Persistent link: https://www.econbiz.de/10011885978