Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032)
From MaRDI portal
scientific article; zbMATH DE number 7353643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk |
scientific article; zbMATH DE number 7353643 |
Statements
Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (English)
0 references
2 June 2021
0 references
dependence structures
0 references
tail dependence
0 references
investor attention
0 references
Google trends
0 references
0 references
0 references
