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Language: en
Pages: 25
Pages: 25
Type: BOOK - Published: 2017 - Publisher:
This paper investigates whether investor sentiment can explain stock return comovements. Our findings demonstrate that since the 1960s, there has been a clear a
Language: en
Pages: 32
Pages: 32
Type: BOOK - Published: 2013 - Publisher:
We study the stock return comovements from two different perspectives, one being trading behaviour-induced return comovements and the other volatility-induced r
Language: en
Pages: 428
Pages: 428
Type: BOOK - Published: 2008-04-15 - Publisher: University of Chicago Press
This timely volume addresses three important recent trends in the internationalization of United States equity markets: extensive market integration through for
Language: en
Pages: 0
Pages: 0
Type: BOOK - Published: 2021 - Publisher:
In the first chapter titled "The Asymmetric Effect of Sentiment on U.S. Equity Returns", we test the asymmetric impact of investor sentiment, proxied by the Bak
Language: en
Pages: 295
Pages: 295
Type: BOOK - Published: 2000-03-09 - Publisher: OUP Oxford
The efficient markets hypothesis has been the central proposition in finance for nearly thirty years. It states that securities prices in financial markets must
