Predicting stock and bond market returns with emotions : evidence from futures markets
Jiancheng Shen, John Griffith, Mohammad Najand, and Licheng Sun
| Year of publication: |
2023
|
|---|---|
| Authors: | Shen, Jiancheng ; Griffith, John ; Najand, Mohammad ; Sun, Licheng |
| Subject: | Futures market | GARCH model | Investor sentiment | Stock and bond return predictability | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance | Anleihe | Bond | Schätzung | Estimation | Derivat | Derivative | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2021.1975717 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014330978