News-driven business cycles : evidence from investors expectations of future stock market returns
Yujie Zhang, Deokwoo Nam
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhang, Yujie ; Nam, Deokwoo |
| Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 27.2022, 1 (31.5.), p. 1-22
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| Subject: | news-driven business cycles | a measure of investors expectations of future stock market returns | news shocks | sign restrictions | Schock | Shock | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | VAR-Modell | VAR model | Erwartungsbildung | Expectation formation | Anlageverhalten | Behavioural finance | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
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