The role of investor sentiment and market belief in forecasting v-shaped disposition effect : evidence from a Bayesian learning process with DSSW model
Ahmed Bouteska, M. Kabir Hassan, Zeynullah Gider, Hassan Bataineh
| Year of publication: |
2024
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| Authors: | Bouteska, Ahmed ; Hassan, M. Kabir ; Gider, Zeynullah ; Bataineh, Hassan |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102084, p. 1-21
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| Subject: | Asset pricing | Irrational expectation | Speculative trading | Anlageverhalten | Behavioural finance | Lernprozess | Learning process | Erwartungsbildung | Expectation formation | Spekulation | Speculation | Theorie | Theory | Börsenkurs | Share price | Volatilität | Volatility | Rationale Erwartung | Rational expectations | CAPM | 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.najef.2024.102084 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492087