Testing the mood seasonality hypothesis : evidence from down under
Deok-Hyeon Lee, Byoung-Kyu Min, Yuchao Xiao
| Year of publication: |
2020
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|---|---|
| Authors: | Lee, Deok-Hyeon ; Min, Byoung-Kyu ; Xiao, Yuchao |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 64.2020, p. 1-10
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| Subject: | Anomalies | Investor mood | Return predictability | Return seasonality | Saisonale Schwankungen | Seasonal variations | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Saisonkomponente | Seasonal component | Emotion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101440 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012493921