How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis
Qitong Chen, Huiming Zhu, Dongwei Yu, Liya Hau
| Year of publication: |
2022
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| Authors: | Chen, Qitong ; Zhu, Huiming ; Yu, Dongwei ; Hau, Liya |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 59.2022, p. 1-25
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| Subject: | Causality-in-quantiles test | Crude oil | Investor attention | Quantile-on-quantile regression | Time-frequency | Ölpreis | Oil price | Anlageverhalten | Behavioural finance | Kausalanalyse | Causality analysis | Schätzung | Estimation | Ölmarkt | Oil market | Welt | World | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101581 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013413415