Investor sentiment and paradigm shifts in equity return forecasting
Liya Chu, Xue-Zhong He, Kai Li, Jun Tu
| Year of publication: |
2022
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|---|---|
| Authors: | Chu, Liya ; He, Xue-zhong ; Li, Kai ; Tu, Jun |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md. : INFORMS, ISSN 1526-5501, ZDB-ID 2023019-9. - Vol. 68.2022, 6, p. 4301-4325
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| Subject: | behavioral biases | economic predictors | non-fundamental predictors | regime-switching | return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Prognose | Forecast | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2020.3834 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013369059