Showing 1 - 10 of 31
Purpose: The purpose of this paper is to investigate investor behavior under two broad categories, market-wide sentiment and herding. Design/methodology/approach: Using a dynamic factor model, that extracts distinct latent factors representing fluctuations in asset returns due to changes in...
Persistent link: https://www.econbiz.de/10012188224
Persistent link: https://www.econbiz.de/10012088958
Persistent link: https://www.econbiz.de/10003879435
Persistent link: https://www.econbiz.de/10003892509
Persistent link: https://www.econbiz.de/10003990153
Persistent link: https://www.econbiz.de/10003681220
Persistent link: https://www.econbiz.de/10009767412
Persistent link: https://www.econbiz.de/10010233427
Persistent link: https://www.econbiz.de/10012875957
Persistent link: https://www.econbiz.de/10012388258