Investor sentiment and stock volatility : New evidence

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Overview

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Keyphrases

Stock Market Volati... Keyphrases

New Investors Keyphrases

New Evidence Keyphrases

Investor Sentiment Keyphrases

Investor Sentiment ... Keyphrases

Sentiment Score Keyphrases

Crisis Period Keyphrases

Chinese Stock Marke... Keyphrases

Predictive Power Keyphrases

Partial Least Squar... Keyphrases

Index-based Keyphrases

Leverage Effect Keyphrases

Robustness Check Keyphrases

Market Turbulence Keyphrases

Realized Volatility Keyphrases

Out-of-sample Analy... Keyphrases

Further Analysis Keyphrases

Long-horizon Foreca... Keyphrases

INIS

volatility INIS

indicators INIS

least square fit INIS

turbulence INIS

forecasting INIS

Economics, Econometrics and Finance

Stock Economics, Econometrics a...

Volatility Economics, Econometrics a...

Investor Sentiment Economics, Econometrics a...

Predictability Economics, Econometrics a...

Market Economics, Econometrics a...

Leverage Economics, Econometrics a...

Robustness Economics, Econometrics a...

Cheque Economics, Econometrics a...

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