Investor sentiment and stock market volatility : evidence from India
Year of publication: |
April-June 2016
|
---|---|
Authors: | Kumari, Jyoti ; Mahakud, Jitendra |
Published in: |
Journal of Asia Pacific business. - Philadelphia, Pa. : Routledge, Taylor & Francis Group, ISSN 1059-9231, ZDB-ID 1305579-3. - Vol. 17.2016, 2, p. 173-202
|
Subject: | conditional heteroskedasticity | investors’sentiment | Irrational investors | noise traders | stock market volatility | vector autoregression (VAR) | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Indien | India | Börsenkurs | Share price | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Noise Trading | Noise trading |
-
An empirical examination of investor sentiment and stock market volatility : evidence from India
Haritha P H, (2020)
-
Gao, Zhenbin, (2023)
-
Causality between equity mutual fund flows, stock market return and volatility : Indian evidence
Kaur, Inderjit, (2023)
- More ...
-
Relationship between stock prices, exchange rate and the demand for money in India
Kumari, Jyoti, (2012)
-
Relationship between stock prices, exchange rate and the demand for money in India
Kumari, Jyoti, (2012)
-
Kumari, Jyoti, (2015)
- More ...