Source of US market predictability in international equities : the investor attention perspective
| Year of publication: |
2025
|
|---|---|
| Authors: | Bao, Kun ; Gu, Chen ; Li, Shenru ; Alturki, Sultan |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 31.2025, 7, p. 811-826
|
| Subject: | financial market contagion | international stock markets | Investor attention | out of sample test | predictability | Internationaler Finanzmarkt | International financial market | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Aktienmarkt | Stock market | Welt | World | Prognoseverfahren | Forecasting model | USA | United States | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
-
Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi, (2015)
-
The world predictive power of U.S. equity market skewness risk
Chen, Jian, (2019)
-
Hanauer, Matthias, (2023)
- More ...
-
Institutional herding and investor sentiment
Guo, Xu, (2024)
-
The effect of co-opted directors on real earnings management
Chen, Robin, (2023)
-
Friend with benefits : evidence from director's corruption culture on mergers and acquisitions
Chen, Robin, (2024)
- More ...