Does fund manager sentiment create performance of mutual funds? : bootstrap panel granger causality test
Year of publication: |
2014
|
---|---|
Authors: | Yeh, Chih-cheng ; Chu, Hsiao-ping ; Chu, Ching-mei |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 13.2014, 5, p. 488-496
|
Subject: | Sentiment | Fund performance | Panel granger causality | Investmentfonds | Investment Fund | Kausalanalyse | Causality analysis | Panel | Panel study | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Bootstrap-Verfahren | Bootstrap approach |
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