Sentiment-augmented asset pricing in Bursa Malaysia : a time-varying Markov regime-switching model
Han Hwa Goh, Lee Lee Chong, Ming Ming Lai
| Year of publication: |
2018
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|---|---|
| Authors: | Han Hwa Goh ; Chong, Lee Lee ; Ming Ming Lai |
| Published in: |
Malaysian journal of economic studies. - Kuala Lumpur : [Verlag nicht ermittelbar], ISSN 1511-4554, ZDB-ID 1148789-6. - Vol. 55.2018, 2, p. 285-300
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| Subject: | Asset pricing | Bursa Malaysia | investor sentiment | time-varying Markov regime-switching model | Malaysia | Markov-Kette | Markov chain | CAPM | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22452/MJES.vol55no2.8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011989700