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Investor sentiment as a predictor of market returns
Kaivanto, Kim; Zhang, Peng - 2019
Persistent link: https://www.econbiz.de/10012193287
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An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets
Jawadi, Fredj; Namouri, Hela; Ftiti, Zied - In: Journal of economic dynamics & control 91 (2018), pp. 469-484
Persistent link: https://www.econbiz.de/10011974225
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Does time-varying residual conditional heteroscedasticity in index returns affect trading behaviour of institutional investors in Indian Stock Market?
Malhotra, Amarjeet Kaur; Chauhan, Ajay Kumar - In: International journal of accounting and finance 7 (2017) 2, pp. 127-140
Persistent link: https://www.econbiz.de/10011803634
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Asymmetry risk and herding behavior : a quantile regression study of the Egyptian mutual funds
Metawa, Noura; Metawa, Saad; Metawea, Maha; El-Gayar, Ahmed - In: The journal of risk finance : JRF 25 (2024) 2, pp. 366-381
Persistent link: https://www.econbiz.de/10014504776
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Investor attention and Google Search Volume Index: evidence from an emerging market using quantile regression analysis
Swamy, Vighneswara; Dharani, M.; Takeda, Fumiko - In: Research in international business and finance 50 (2019), pp. 1-17
Persistent link: https://www.econbiz.de/10012176930
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Investor trading behavior and asset prices : evidence from quantile regression analysis
Zhou, Liyun; Lin, Weinan; Yang, Chunpeng - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1722-1744
Persistent link: https://www.econbiz.de/10014533320
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An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach
Ampofo, Richard T.; Aidoo, Eric N.; Ntiamoah, Bernard O.; … - In: Journal of economics and finance : JEF 47 (2023) 2, pp. 517-540
Persistent link: https://www.econbiz.de/10014252698
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Investor sentiment, realized volatility and stock returns
Abdelmalek, Wafa - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 668-700
Persistent link: https://www.econbiz.de/10013453743
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How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Chen, Qitong; Zhu, Huiming; Yu, Dongwei; Hau, Liya - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013413415
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Does investor sentiment predict bitcoin return and volatility? : a quantile regression approach
Dias, Ishanka K.; Fernando, J. M. Ruwani; Fernando, P. … - In: International review of financial analysis 84 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013472880