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Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns
This paper investigates the relationship between investor attention and the Islamic stock market. In particular, we investigate whether investor attention—measured by Google searches—could help to improve the forecasting of Islamic stock returns. To this end, we used quantile regressions to examine...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2020
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7235553/ https://www.ncbi.nlm.nih.gov/pubmed/32836882 http://dx.doi.org/10.1007/s10614-020-09988-y |