Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets

This paper first investigates the relationship between investor sentiment, captured by internet search behaviour, and the unexpected component of stock market volatility during the COVID-19 pandemic. According to data on 12 major stock markets, our research indicates a positive correlation between t...

Descripción completa

Detalles Bibliográficos
Autores principales: Hsu, Yu-Lin, Tang, Leilei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Authors. Published by Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9033296/
https://www.ncbi.nlm.nih.gov/pubmed/36532086
http://dx.doi.org/10.1016/j.irfa.2022.102186

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9033296/
https://www.ncbi.nlm.nih.gov/pubmed/36532086
http://dx.doi.org/10.1016/j.irfa.2022.102186

Ejemplares similares