Bootstrap rolling-window Granger causality dynamics between momentum and sentiment : implications for investors
Mohamed Sahbi Nakhli, Abderrazak Dhaoui, Julien Chevallier
| Year of publication: |
2022
|
|---|---|
| Authors: | Nakhli, Mohamed Sahbi ; Dhaoui, Abderrazak ; Chevallier, Julien |
| Subject: | Bootstrap | Granger causality | Momentum | Probit | Sentiment | Kausalanalyse | Causality analysis | Bootstrap-Verfahren | Bootstrap approach | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Momentenmethode | Method of moments |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-021-00399-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013278987