Time and frequency relationship between household investors' sentiment index and US industry stock returns
Muhammad Asif Khan, Jose Arreola Hernandez, Syed Jawad Hussain Shahzad
| Year of publication: |
2020
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|---|---|
| Authors: | Khan, Muhammad Asif ; Hernandez, Jose Arreola ; Shahzad, Syed Jawad Hussain |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 36.2020, p. 1-9
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| Subject: | Google search volume | Household investors' sentiment index | US stock returns | Wavelet Granger causality | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | USA | United States | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Handelsvolumen der Börse | Trading volume | Privater Haushalt | Household | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101318 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483967