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Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence
This article employs a state-of-the-art panel threshold model by allowing for regime intercepts, in order to shed new light on the asymmetric/nonlinear effects of local and global sentiments on expected industry stock returns among 11 Asian countries during the period from 1996 to 2010. Empirical ev...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2013
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7148699/ http://dx.doi.org/10.1016/j.ememar.2012.11.001 |