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Sicherman, Nachum; Loewenstein, George F.; Seppi, Duane J. - In: The review of financial studies 29 (2016) 4, pp. 863-897

Persistent link: https://www.econbiz.de/10011529972

Effects of market returns and market volatility on investor risk tolerance

Hatch, Courtney Droms; Carlson, Kurt; Droms, William G. - In: Journal of financial services marketing : JFSM 23 (2018) 2, pp. 77-90

Persistent link: https://www.econbiz.de/10011891201

Dynamic relations between order imbalance, volatility and return of top gainers

Su, Yong-chern; Huang, Han-Ching; Lin, Shiue-Fang - In: Applied economics 44 (2012) 10/12, pp. 1509-1519

Persistent link: https://www.econbiz.de/10009525251

The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange

Chou, Robin K.; Wang, George H. K.; Wang, Yun-Yi - In: The journal of futures markets 35 (2015) 10, pp. 894-915

Persistent link: https://www.econbiz.de/10011392699

A theory of capital structure, price impact, and long-run stock returns under heterogenous beliefs

Bayar, Onur; Chemmanur, Thomas J.; Liu, Mark H. - In: The review of corporate finance studies 4 (2015) 2, pp. 258-320

Persistent link: https://www.econbiz.de/10011344560

Application of the concept of dissonance to explain the phenomenon of return-volatility relationship

Bagchi, Debasis - In: The IUP journal of applied finance : IJAF 20 (2014) 2, pp. 5-17

Persistent link: https://www.econbiz.de/10010360485

The impact of overconfidence on investors' decisions

Adel, Boubaker; Mariem, Talbi - In: Business and Economic Research : BER 3 (2013) 2, pp. 53-75

Persistent link: https://www.econbiz.de/10010376699

The effects of sentiment on market return and volatility and the cross-sectional risk premium of sentiment-affected volatility

Yang, Yan; Copeland, Laurence S. - 2014

We construct investor sentiment of UK stock market using the procedure of principal component analysis. Using sentiment-augmented EGARCH component model, we analyse the impacts of sentiment on market excess return, the permanent component of market volatility and the transitory component of...

Persistent link: https://www.econbiz.de/10010380934

Model disagreement and economic outlook

Andrei, Daniel; Carlin, Bruce Ian; Hasler, Michael - 2014

Persistent link: https://www.econbiz.de/10010372567

Macroeconomic factors and asset prices : an empirical investigation

Mitrache, Andreea - 2015

Persistent link: https://www.econbiz.de/10011439183

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