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An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen - In: Journal of empirical finance 4 (1997) 1, pp. 17-46
Persistent link: https://www.econbiz.de/10001224775
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[Rezension von: Roehner, Bertrand, Hidden collective factors in speculative trading]
Donaldson, R. Glen - In: Journal of economic literature 40 (2002) 4, pp. 1250-1252
Persistent link: https://www.econbiz.de/10001734741
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A careful re-examination of seasonality in international stock markets : comment on sentiment and stock returns
Kamstra, Mark J.; Kramer, Lisa A.; Levi, Maurice D. - In: Journal of banking & finance 36 (2012) 4, pp. 934-956
Persistent link: https://www.econbiz.de/10009557861
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A Careful Re-Examination of Seasonality in International Stock Markets : Comment on Sentiment and Stock Returns
Kamstra, Mark J. - 2011
In questioning Kamstra, Kramer, and Levi's (2003) finding of an economically and statistically significant seasonal affective disorder (SAD) effect, Kelly and Meschke (2010) make errors of commission and omission. They misrepresent their empirical results, claiming that the SAD effect arises due...
Persistent link: https://www.econbiz.de/10013133009