Which sentiment index is more informative to forecast stock market volatility? : evidence from China
Chao Liang, Linchun Tang, Yan Li, Yu Wei
| Year of publication: |
2020
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|---|---|
| Authors: | Liang, Chao ; Tang, Linchun ; Li, Yan ; Wei, Yu |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 71.2020, p. 1-11
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| Subject: | Chinese stock market | Sentiment index | Realized volatility | Forecasting | China | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012437093