When does investor sentiment predict stock returns?
San-Lin Chung, Chi-Hsiou Hung, Chung-Ying Yeh
| Year of publication: |
2012
|
|---|---|
| Authors: | Chung, San-lin ; Hung, Chi-hsiou ; Yeh, Chung-ying |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 2, p. 217-240
|
| Subject: | Investor sentiment | Return predictability | Multivariate Markov-switching model | Bootstrap | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Markov-Kette | Markov chain | Bootstrap-Verfahren | Bootstrap approach | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615715