Does investor sentiment differently affect stocks in different sectors? : evidence from China
Year of publication: |
2023
|
---|---|
Authors: | Niu, Hongli ; Lu, Yao ; Wang, Weiqing |
Subject: | Investor sentiment | Stock return | Wavelet approach | Multiscale analysis | Nonlinear Granger causality | China | Anlageverhalten | Behavioural finance | Kausalanalyse | Causality analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model |
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