The Role of Momentum, Sentiment, and Economic Fundamentals in Forecasting Bear Stock Market

DOI10.1002/FOR.2392zbMath1376.62057OpenAlexW2306621215MaRDI QIDQ4596030

Yi-Ting Chen, Kendro Vincent

Publication date: 8 December 2017

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2392

zbMATH Keywords

investor sentimenttime series momentumbear stock market forecasting

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items (1)

Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China

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