𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting

✍ Scribed by Sebastian Heiden; Christian Klein; Bernhard Zwergel


Book ID
111059310
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
401 KB
Volume
aop
Category
Article
ISSN
1354-7798

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The 1986–88 stock market: Investor senti
✍ Michael N. Baur; Socorro Quintero; Eric Stevens πŸ“‚ Article πŸ“… 1996 πŸ› John Wiley and Sons 🌐 English βš– 783 KB

This paper tests the widely held proposition that investor sentiment contributed to the stock market crash of 1987. Using weekly data during the 1986-8 period and conventional measures of stock fundamentals, changes in fundamentals are found to have a statistically significant influence on the movem

Non-linear, non-parametric, non-fundamen
✍ Nikola Gradojevic; Jing Yang πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 210 KB πŸ‘ 1 views

## Abstract This paper employs a non‐parametric method to forecast high‐frequency Canadian/US dollar exchange rate. The introduction of a microstructure variable, order flow, substantially improves the predictive power of both linear and non‐linear models. The non‐linear models outperform random wa