𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Sentiment dynamics and stock returns: the case of the German stock market

✍ Scribed by Thomas Lux

Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
278 KB
Volume
41
Category
Article
ISSN
0377-7332

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Intraday dynamics of stock market return
Intraday dynamics of stock market returns and volatility
✍ Faruk SelΓ§uk; Ramazan GenΓ§ay πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 497 KB

This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5 min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we show

The Peso problem hypothesis and stock ma
The Peso problem hypothesis and stock market returns
✍ Pietro Veronesi πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 492 KB

The Peso problem hypothesis has often been advocated in the ΓΏnancial literature to explain the historically puzzlingly high risk premium of stock returns. Using a dynamic model of learning, this paper shows that the implications of the Peso problem hypothesis are much more far reaching than the ones

The 1986–88 stock market: Investor senti
The 1986–88 stock market: Investor sentiment or fundamentals?
✍ 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