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Testing overconfidence bias in Pakistani stock market

Zia, Lubna; Sindhu, Muzammal Ilyas; Hashmi, Shujahat Haider - In: Cogent economics & finance 5 (2017) 1, pp. 1-8

behavior in the stock market. The market-wide panel VAR model is used to investigate the lead–lag relationship between stock …

Persistent link: https://www.econbiz.de/10011872902

Investors' sentiment and equity markets during COVID-19 period : a quantile regression approach and wavelet analysis

Gherghina, Ștefan Cristian; Mehdian, Seyed M.; Stoica, … - In: Journal of business economics and management 24 (2023) 3, pp. 551-575

indices from the U.S., Europe, Asia, and globally between January 2020 and June 2022. The methodological approaches utilized … Industrials, and FTSE 100 but not with the DAX, CAC 40, TOPIX, Nikkei 225, or MSCI. Nonetheless, when the TMU was used to measure …

Persistent link: https://www.econbiz.de/10014420385

Do domestic sentiment and the spillover of US investor sentiment impact Mexican stock market returns?

Perez Liston, Daniel; Huerta-Sanchez, Daniel; … - In: Journal of emerging market finance 17 (2018), pp. 185-212

Persistent link: https://www.econbiz.de/10011925525

Domestic institutional investments in India : an empirical analysis of dynamic interactions with stock market returns and volatility

Saxena, Shivam; Sikdar, Chandrima - In: Global business & economics review 31 (2024) 2, pp. 230-258

Persistent link: https://www.econbiz.de/10015060902

The relationship between individual investor sentiment, stock return and volatility : evidence from the Turkish market

Sayim, Mustafa; Rahman, Hamid - In: International journal of emerging markets 10 (2015) 3, pp. 504-520

Persistent link: https://www.econbiz.de/10011489290

Investor emotional biases and trading volume's asymmetric response : a non-linear ARDL approach tested in S&P500 stock market

Dhaoui, Abderrazak; Bacha, Sami - In: Cogent economics & finance 5 (2017) 1, pp. 1-13

This paper investigates the dynamic linkages between trading volume and investors sentiments for the S&P500 stock exchange. Two sentiment indicators are considered, the overconfidence and the net optimism-pessimism indicator. Non-linear dynamic approach, namely the asymmetric autoregressive...

Persistent link: https://www.econbiz.de/10011598438

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and …

Persistent link: https://www.econbiz.de/10012038696

The intertemporal mechanics of European stock price momentum

Stork, Philip - In: Studies in economics and finance 28 (2011) 3, pp. 217-232

Persistent link: https://www.econbiz.de/10009426775

News sentiment indicators and the cross‐section of stock returns in the European stock market

Gambarelli, Luca; Muzzioli, Silvia - 2022

Persistent link: https://www.econbiz.de/10013258704

The effects of extreme weather conditions on Hong Kong and Shenzhen stock market returns

Jiang, Zhuhua; Kang, Sang Hoon; Cheong, Chongcheul; … - In: International Journal of Financial Studies : open … 7 (2019) 4/70, pp. 1-14

We investigate the impact of extreme weather conditions on the stock market returns of the Hong Kong Stock Exchange and Shenzhen Exchange. For the weather conditions, we apply dummy variables generated by applying a moving average and moving standard deviation. Our study provides two interesting...

Persistent link: https://www.econbiz.de/10012150344