Predicting equity markets with digital online media sentiment : evidence from Markov-switching models
Steven J. Nooijen and Simon A. Broda
| Year of publication: |
2016
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|---|---|
| Authors: | Nooijen, Steven J. ; Broda, Simon A. |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Behavioral Finance. - Abingdon : Routledge, ISSN 1542-7560, ZDB-ID 2110458-X. - Vol. 17.2016, 4, p. 321-335
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| Subject: | Investor sentiment | Social media | Digital news | Markov switching | GARCH | Value at risk | Social Web | Social web | Markov-Kette | Markov chain | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Online-Marketing | Internet marketing | ARCH-Modell | ARCH model | Schätzung | Estimation | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2016.1238370 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698937