PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (Q4684469)
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scientific article; zbMATH DE number 6945656
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST |
scientific article; zbMATH DE number 6945656 |
Statements
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST (English)
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1 October 2018
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causality-in-quantiles
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investor sentiment
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linear causality
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nonlinear dependence
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nonparametric causality
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stock markets
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