Can investor sentiment be a momentum time-series predictor? : evidence from China
Xing Han, Youwei Li
| Year of publication: |
June 2017
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|---|---|
| Authors: | Han, Xing ; Li, Youwei |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 42.2017, p. 212-239
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| Subject: | Investor sentiment | Return predictability | Bias correction | China | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Prognose | Forecast | Frühindikator | Leading indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2017.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
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