Investor sentiment metrics and stock market returns : a study of the causality relationship using VAR models
Dorsaf Ben Aissia and Nizar Neffati
| Year of publication: |
2022
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|---|---|
| Authors: | Ben Aissia, Dorsaf ; Neffati, Nizar |
| Published in: |
American journal of finance and accounting. - Genève : Inderscience Enterprises, ISSN 1752-7775, ZDB-ID 2454263-5. - Vol. 7.2022, 2, p. 90-124
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| Subject: | investor sentiment metrics | stock market returns | causality relationship | VAR models | Granger tests | impulse response function | forecast error variance decomposition | FEVD | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AJFA.2023.134710 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014434368