Showing 31 - 40 of 239,886
Persistent link: https://www.econbiz.de/10012253993
Persistent link: https://www.econbiz.de/10014290717
Persistent link: https://www.econbiz.de/10011396558
This paper sheds new light on the mutual relationship between investor sentiment and excess returns corresponding to the bubble component of stock prices. We propose to use the wavelet concept of the phase angle to determine the lead-lag relation between these variables. The wavelet phase angle...
Persistent link: https://www.econbiz.de/10011325814
Persistent link: https://www.econbiz.de/10010240939
Persistent link: https://www.econbiz.de/10010422097
Persistent link: https://www.econbiz.de/10011719674
Persistent link: https://www.econbiz.de/10011702560
Persistent link: https://www.econbiz.de/10012110805
Persistent link: https://www.econbiz.de/10011922027