Impacts of relatively rational and irrational investor sentiment on realized volatility
Tseng-Chan Tseng, Hung-Cheng Lai, Jih-Kuang Chen
| Year of publication: |
2022
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| Authors: | Tseng, Tseng-Chan ; Lai, Hung-Cheng ; Chen, Jih-Kuang |
| Published in: |
Asian economic journal : journal of the East Asian Economic Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1467-8381, ZDB-ID 2009850-9. - Vol. 36.2022, 4, p. 458-478
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| Subject: | irrational investor sentiment | rational investor sentiment | realized range-based volatility | sequential information arrival hypothesis | trading volume | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Theorie | Theory | Kapitaleinkommen | Capital income | Rationalität | Rationality | Handelsvolumen der Börse | Trading volume | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/asej.12284 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014280248