The thermal optimal path model : does google search queries help to predict dynamic relationship between investor's sentiment and indexes returns?
Yousra Trichilli, Mouna Abdelhédi, Mouna Boujelbène Abbes
| Year of publication: |
2020
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|---|---|
| Authors: | Trichilli, Yousra ; Abdelhédi, Mouna ; Abbes, Mouna Boujelbène |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 3, p. 261-279
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| Subject: | Investor's sentiment | Google trends | Thermal optimal path | Islamic indices | Diebold-Yilmaz Spillover Index | Wavelet coherence | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Suchmaschine | Search engine | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-020-00159-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012292775