The information content of the sentiment index
Steven E. Sibley, Yanchu Wang, Yuhang Xing, Xiaoyan Zhang
| Year of publication: |
January 2016
|
|---|---|
| Authors: | Sibley, Steven E. ; Wang, Yanchu ; Xing, Yuhang ; Zhang, Xiaoyan |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 62.2016, p. 164-179
|
| Subject: | Investor sentiment index | Return predictability | Business cycle | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Frühindikator | Leading indicator | Aktienindex | Stock index | Index | Index number | Kapitaleinkommen | Capital income | Informationswert | Information value | Wirtschaftsindikator | Economic indicator | Konjunktur |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634108