Investor sentiment and the prediction of stock returns : a quantile regression approach
Chen Ma, Shisong Xiao and Zonggang Ma
| Year of publication: |
2018
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|---|---|
| Authors: | Ma, Chen ; Xiao, Shisong ; Ma, Zonggang |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 50, p. 5401-5415
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| Subject: | cash flow | investor sentiment | non-linear effect | Quantile regression | return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Börsenkurs | Share price | Cash Flow | Cash flow | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1486993 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062185