๐”– Bobbio Scriptorium
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Stock market volatility, excess returns, and the role of investor sentiment

โœ Scribed by Wayne Y Lee; Christine X Jiang; Daniel C Indro


Book ID
117528341
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
220 KB
Volume
26
Category
Article
ISSN
0378-4266

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โœ Michael N. Baur; Socorro Quintero; Eric Stevens ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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