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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...

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Detalles Bibliográficos
Autores principales: Jawadi, Nabila, Jawadi, Fredj, Cheffou, Abdoulkarim Idi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2020
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