Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network
Xiao-Li Gong, Jian-Min Liu, Xiong Xiong, Wei Zhang
| Year of publication: |
2022
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| Authors: | Gong, Xiao-Li ; Liu, Jian-Min ; Xiong, Xiong ; Zhang, Wei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 84.2022, p. 1-16
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| Subject: | Double-layer network | Frequency domain dynamic network | High-frequency volatility risk | Investor sentiment | Volatilität | Volatility | Anlageverhalten | Behavioural finance | Unternehmensnetzwerk | Business network | Theorie | Theory | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Netzwerk | Network |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102359 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013472743