Sentiment dynamics and stock returns: the case of the German stock market
Year of publication: |
2008
|
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Authors: | Lux, Thomas |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Kapitalertrag | Börsenkurs | Anlageverhalten | Meinung | Wertpapieranalyse | Prognoseverfahren | Schätzung | Deutschland | Investor sentiment | opinion dynamics | return predictability |
Series: | Kiel Working Paper ; 1470 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 588116858 [GVK] hdl:10419/24866 [Handle] RePEc:zbw:ifwkwp:1470 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; C22 - Time-Series Models |
Source: |
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Market response to investor sentiment
Hengelbrock, Jördis, (2011)
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Sentiment dynamics and stock returns : the case of the German stock market
Lux, Thomas, (2008)
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