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An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model
Understanding how an irrational investors’ sentiment affects the realty market returns, especially during the pandemic, is imperative to take any financial decisions. The effect of investor sentiment on the movement of the realty market leading to market volatility is dynamically represented in a nu...
Autores principales: | Pillada, Naga, Rangasamy, Sangeetha |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2023
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9875763/ https://www.ncbi.nlm.nih.gov/pubmed/36714500 http://dx.doi.org/10.1007/s43546-023-00434-3 |
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