The impact of investor sentiment on returns and conditional volatility in U.S. futures markets
Walid Bahloul, Abdelfettah Bouri
| Year of publication: |
September 2016
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|---|---|
| Authors: | Bahloul, Walid ; Bouri, Abdelfettah |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 36.2016, p. 89-102
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| Subject: | Futures markets | Investors sentiment | Volatility | Behavioral finance | Volatilität | Anlageverhalten | Behavioural finance | USA | United States | Kapitaleinkommen | Capital income | Derivat | Derivative | Börsenkurs | Share price | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2016.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011720135