Global and extreme dependence between investor sentiment and stock returns in European markets
Paulo Horta and Júlio Lobão
| Year of publication: |
2018
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|---|---|
| Authors: | Horta, Paulo ; Lobão, Júlio |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 19.2018, 2, p. 141-158
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| Subject: | Behavioral finance | Investor sentiment | European stock markets | Copula models | Global and extreme dependence | Anlageverhalten | Behavioural finance | Europa | Europe | Kapitaleinkommen | Capital income | Multivariate Verteilung | Multivariate distribution | Globalisierung | Globalization | Börsenkurs | Share price | Volatilität | Volatility | Aktienmarkt | Stock market | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2017.1373647 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012009645