Nonlinear relationship between investor sentiment and conditional volatility in emerging equity markets
Rameeza Andleeb, Arshad Hassan
| Year of publication: |
2025
|
|---|---|
| Authors: | Andleeb, Rameeza ; Hassan, Arshad |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 32.2025, 1, p. 147-165
|
| Subject: | Conditional volatility | Non-linearity | Behavioral finance | Noise | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Noise Trading | Noise trading | Börsenkurs | Share price | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies | Finanzmarkt | Financial market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1007/s10690-024-09449-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015436872