Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification
Hela Namouri, Fredj Jawadi, Zied Ftiti and Néjib Hachicha
| Year of publication: |
January 2018
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|---|---|
| Authors: | Namouri, Hela ; Jawadi, Fredj ; Ftiti, Zied ; Hachicha, Néjib |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 5, p. 559-573
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| Subject: | Dynamic non-linear stock returns | investor sentiment | threshold effect | panel smooth threshold regression | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1335387 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011847023