Predicting stock market crises using daily stock market valuation and investor sentiment indicators
Junhui Fu, Qingling Zhou, Yufang Liu, Xiang Wu
| Year of publication: |
2020
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|---|---|
| Authors: | Fu, Junhui ; Zhou, Qingling ; Liu, Yufang ; Wu, Xiang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-13
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| Subject: | Daily early warning system | Ensemble Empirical Mode Decomposition | Investor sentiment | Logit model | Stock market crises | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Frühwarnsystem | Early warning system | Finanzkrise | Financial crisis | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Logit-Modell |