Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model
Shangwei Jiang, Xiu Jin
| Year of publication: |
2021
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|---|---|
| Authors: | Jiang, Shangwei ; Jin, Xiu |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 97.2021, p. 298-306
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| Subject: | Investor sentiment | Spatial spillover effect | Spatio-temporal dynamic panel model | Spatio-temporal effect | Stock return volatility | Volatilität | Volatility | Panel | Panel study | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793454