Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Martyna Marczak and Thomas Beissinger
| Year of publication: |
December 2016
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|---|---|
| Authors: | Marczak, Martyna ; Beissinger, Thomas |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 23.2016, 16/18, p. 1305-1311
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| Subject: | Wavelet phase angle | wavelet analysis | sentiment indicator | excess returns | speculative bubble | stock market | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Spekulationsblase | Bubbles | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Spekulation | Speculation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1153782 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011702560