Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes

Purpose: Investor sentiment, the willingness of market participants to invest, is a difficult concept to measure. Exploring the relationship between investor sentiment and stock returns can reveal how investor sentiment affects the operation of the stock market. Such an understanding can assist mark...

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Detalles Bibliográficos
Autores principales: Chen, Sze Ting, Haga, Kai Yin Allison
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Frontiers Media S.A. 2021
Materias:
Psychology
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8354526/
https://www.ncbi.nlm.nih.gov/pubmed/34385951
http://dx.doi.org/10.3389/fpsyg.2021.664849

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8354526/
https://www.ncbi.nlm.nih.gov/pubmed/34385951
http://dx.doi.org/10.3389/fpsyg.2021.664849

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