Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (Q4991032): Difference between revisions
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Latest revision as of 21:09, 5 October 2024
scientific article; zbMATH DE number 7353643
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk |
scientific article; zbMATH DE number 7353643 |
Statements
Extreme dependence in investor attention and stock returns – consequences for forecasting stock returns and measuring systemic risk (English)
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2 June 2021
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dependence structures
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tail dependence
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investor attention
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Google trends
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