Does sentiment drive contrarian profits in the China stock market: 1996 - 2012? : evidence from the panel threshold regression model
Chih-Cheng Yeh
| Year of publication: |
2015
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|---|---|
| Authors: | Yeh, Chih-Cheng |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 14.2015, 3, p. 225-232
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| Subject: | Contrarian profits | Momentum | Sentiment | market efficiency | China | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Panel | Panel study | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011311206