Investor sentiment and its nonlinear effect on stock returns : new evidence from the Chinese stock market based on panel quantile regression model
Zhong-Xin Ni, Da-Zhong Wang, Wen-Jun Xue
| Year of publication: |
November 2015
|
|---|---|
| Authors: | Ni, Zhong-Xin ; Wang, Da-Zhong ; Xue, Wen-Jun |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 50.2015, p. 266-274
|
| Subject: | Investor sentiment | Stock returns | Chinese A-share stock market | Firm characteristics | Penalized panel quantile regression model | China | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Regressionsanalyse | Regression analysis | Panel | Panel study | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440564