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Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (Q1936575)

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scientific article; zbMATH DE number 6134664
Language Label Description Also known as
English
Dependence between stock returns and investor sentiment in Chinese markets: a copula approach
scientific article; zbMATH DE number 6134664

    Statements

    title
    Dependence between stock returns and investor sentiment in Chinese markets: a copula approach (English)
    0 references
    author
    Liang Liang
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    Xun Fa Lu
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    Kin Keung Lai
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    publication date
    6 February 2013
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    zbMATH Keywords
    behavioral finance
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    copula
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    GARCH
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    investor sentiment
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    newly opened stock trading accounts
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    traditional Pearsons correlation
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    Hansens skewed Student-t
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    stock market behavior
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    empirical findings
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    copula approach
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    investor behavior
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    stock prices
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    Identifiers

    zbMATH DE Number
    6134664
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    OpenAlex ID
    W2072004480
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