Related Books
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: 40
Pages: 40
Type: BOOK - Published: 2016 - Publisher:
We use the returns on lottery-like stocks to construct a novel index for investor sentiment in the stock market. This new measure is closely related to previous
Language: en
Pages: 49
Pages: 49
Type: BOOK - Published: 2009 - Publisher:
How the correlation between equity returns behaves during market turmoils has been an issue of discussion in the international finance literature. Some research
Language: en
Pages: 12
Pages: 12
Type: BOOK - Published: 2019 - Publisher:
We investigate the effects of investor sentiment on returns and volatility of eight different commodities. Our findings suggest that sentiment has a predictive
Language: en
Pages: 170
Pages: 170
Type: BOOK - Published: 2011-03-16 - Publisher: Springer Science & Business Media
Using a unique data set consisting of more than 36.5 million submitted retail investor orders over the course of five years, Matthias Burghardt constructs an in
