Investor sentiment or information content? : a simple test for investor sentiment proxies
Year of publication: |
2024
|
---|---|
Authors: | Lee, Geul ; Ryu, Doojin |
Subject: | Investor sentiment | Information content | News sentiment | Validity test | Nonlinear autoregressive-distributed lag | Anlageverhalten | Behavioural finance | Informationswert | Information value | Prognoseverfahren | Forecasting model | Emotion | Theorie | Theory | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test |
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