International sentiment spillovers in equity returns
Deven Bathia, Don Bredin and Dirk Nitzsche
| Year of publication: |
October 2016
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| Authors: | Bathia, Deven ; Bredin, Donal ; Nitzsche, Dirk |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 21.2016, 4, p. 332-359
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| Subject: | investor sentiment | international financial markets | vector autoregression | equity spillovers | international stock returns | Internationaler Finanzmarkt | International financial market | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | VAR-Modell | VAR model | Aktienmarkt | Stock market | Theorie | Theory | Welt | World | CAPM | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.1549 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179991