Investor sentiment and return predictability of disagreement
Jun Sik Kim; Doojin Ryu; Sung Won Seo
| Year of publication: |
2014
|
|---|---|
| Authors: | Kim, Jun Sik ; Ryu, Doojin ; Seo, Sung Won |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 42.2014, p. 166-178
|
| Subject: | Investor sentiment | Disagreement | Return predictability | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Emotion | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010408405