The impact of tail risk on stock market returns : the role of market sentiment
Thanaset Chevapatrakul, Zhongxiang Xu, Kai Yao
| Year of publication: |
2019
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|---|---|
| Authors: | Chevapatrakul, Thanaset ; Xu, Zhongxiang ; Yao, Kai |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 59.2019, p. 289-301
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| Subject: | Asymmetry | Quantile regression | Return predictability | Stock markets | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Statistische Verteilung | Statistical distribution | Anlageverhalten | Behavioural finance | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.09.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012202875