Predictive effect of investor sentiment on current and future returns in emerging equity markets

This study uses Non-linear Predictive Regression Analysis to analyze the effect of investor sentiment on the returns of the selected developing equity markets, including Brazil, South Africa, Indonesia, India, China, Russia, and Pakistan. The Principal Component Analysis is applied to construct an I...

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Detalles Bibliográficos
Autores principales: Andleeb, Rameeza, Hassan, Arshad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10194879/
https://www.ncbi.nlm.nih.gov/pubmed/37200269
http://dx.doi.org/10.1371/journal.pone.0281523

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10194879/
https://www.ncbi.nlm.nih.gov/pubmed/37200269
http://dx.doi.org/10.1371/journal.pone.0281523

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