Treasury return predictability and investor sentiment
Year of publication: |
2023
|
---|---|
Authors: | Gu, Chen ; Guo, Xu ; Adikaram, Ruwan ; Chan, Kam C. ; Lu, Jing |
Published in: |
The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association. - Lubbock, Tex. : College of Business Administration, Texas Tech University, ISSN 1475-6803, ZDB-ID 2068120-3. - Vol. 46.2023, 4, p. 905-924
|
Subject: | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Staatspapier | Government securities | Prognose | Forecast |
-
Information demand and stock return predictability
Chronopoulos, Dimitris K., (2018)
-
Can investors attention on oil markets predict stock returns?
Yin, Libo, (2019)
-
Market-wide overconfidence and stock returns
Chen, Qiang, (2024)
- More ...
-
The information content of the volatility index options trading volume
Gu, Chen, (2021)
-
Institutional Herding and Financial Market Uncertainty
Bu, Hui, (2023)
-
Institutional herding and investor sentiment
Guo, Xu, (2024)
- More ...