Search Results - subject:"Noise trader theory"

Language sentiment in fundamental and noise trading : evidence from crude oil

Alfano, Simon; Feuerriegel, Stefan; Neumann, Dirk - In: Applied economics 52 (2020) 49, pp. 5343-5363

Persistent link: https://www.econbiz.de/10012307686

The impacts of investor sentiment on different economic sectors: Evidence from Istanbul Stock Exchange

Uygur, Utku; Tas, Oktay - In: Borsa Istanbul Review 14 (2014) 4, pp. 236-241

The aim of this study is to construct a model for evaluating the effects of investor sentiment on the conditional volatility by measuring the effects of noise trader demand shocks on returns and volatility where EGARCH model is used to determine whether investor sentiment has more influence on...

Persistent link: https://www.econbiz.de/10011099458

The impacts of investor sentiment on returns and conditional volatility of international stock markets

Uygur, Utku; Taş, Oktay - In: Quality & Quantity: International Journal of Methodology 48 (2014) 3, pp. 1165-1179

noise traders. Noise trader theory postulates that sentiment traders have greater impact during high-sentiment periods than …

Persistent link: https://www.econbiz.de/10010993078