The conditional impact of investor sentiment in global stock markets : a two-channel examination
Year of publication: |
2022
|
---|---|
Authors: | Wang, Wenzhao ; Su, Chen ; Duxbury, Darren |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 138.2022, p. 1-21
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Subject: | Conditional volatility | Investor sentiment | Market regime | Stock return | Turnover ratio | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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