Does investor sentiment differently affect stocks in different sectors? : evidence from China
Year of publication: |
2023
|
---|---|
Authors: | Niu, Hongli ; Lu, Yao ; Wang, Weiqing |
Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 9, p. 3224-3244
|
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 |
-
Chu, Xiaojun, (2016)
-
Jiang, Yonghong, (2018)
-
Does sentiment matter for stock returns? : evidence from Indian stock market using wavelet approach
Dash, Saumya Ranjan, (2018)
- More ...
-
Fu, Zeyi, (2023)
-
Does investor sentiment differently affect stocks in different sectors? Evidence from China
Niu, Hongli, (2021)
-
Do EEMD based decomposition-ensemble models indeed improve prediction for crude oil futures prices?
Xu, Kunliang, (2022)
- More ...