Pages that link to "Item:Q1936575"
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The following pages link to Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (Q1936575):
Displaying 6 items.
- An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets (Q1657390) (← links)
- Equity returns and sentiment (Q2148731) (← links)
- Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors (Q2672925) (← links)
- (Q3538046) (← links)
- Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032) (← links)
- The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach (Q5234361) (← links)