Improvements in forecasting of bank stock excess returns using the investor sentiment endurance index : a comparison with CAPM and Fama-French models
Ling T. He and K. Michael Casey
| Year of publication: |
2018
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|---|---|
| Authors: | He, Ling T. ; Casey, K. Michael |
| Published in: |
International journal of financial markets and derivatives. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7130, ZDB-ID 2550152-5. - Vol. 6.2018, 3, p. 210-224
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| Subject: | investor sentiment endurance index | rolling forecasting | CAPM | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011870310