Does sentiment matter for stock returns? : evidence from Indian stock market using wavelet approach
Year of publication: |
2018
|
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Authors: | Dash, Saumya Ranjan ; Maitra, Debasish |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 26.2018, p. 32-39
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Subject: | Emerging market | Sentiment | Stock returns | Wavelet analysis | Kapitaleinkommen | Capital income | Indien | India | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Schwellenländer | Emerging economies | Schätzung | Estimation | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns |
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