The impact of Baidu Index sentiment on the volatility of China's stock markets
Jianchun Fang, Giray Gozgor, Chi-Keung Marco Lau, Zhou Lu
| Year of publication: |
2020
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|---|---|
| Authors: | Fang, Jianchun ; Gozgor, Giray ; Lau, Chi Keung ; Lu, Zhou |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-8
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| Subject: | Baidu-Index | China | GARCH models | investor sentiment | search engine | stock market volatility | Volatilität | Volatility | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Anlageverhalten | Behavioural finance | Suchmaschine | Search engine | Aktienindex | Stock index | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.01.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430747