How does investor sentiment impact stock volatility? : new evidence from Shanghai A-shares market
Dejun Xie, Yu Cui and Yujian Liu
| Year of publication: |
2023
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|---|---|
| Authors: | Xie, Dejun ; Cui, Yu ; Liu, Yujian |
| Subject: | GARCH-MIDAS model | Investor sentiment | Market volatility | MIDAS regression model | Mixed-frequency data | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Shanghai | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-01-2021-0007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014312228