Social interaction, volatility clustering, and momentum
Xue-Zhong He, Kai Li, Caterina Santi, Lei Shi
| Year of publication: |
2022
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|---|---|
| Authors: | He, Xue-zhong ; Li, Kai ; Santi, Caterina ; Shi, Lei |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 203.2022, p. 125-149
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| Subject: | Excess volatility | Mean choice | Social interaction | Time-series momentum | Volatility clustering | Volatilität | Volatility | Soziale Beziehungen | Social relations | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Clusteranalyse | Cluster analysis | ARCH-Modell | ARCH model | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Regionales Cluster | Regional cluster |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2022.05.029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014227916