scientific article; zbMATH DE number 6401934

zbMATH Open1313.91196MaRDI QIDQ5497971FDOQ5497971

Authors: Ping He, Tian Wu, Lei Jiang, Liangjie Wu 

Publication date: 11 February 2015

Title of this publication is not available (Why is that?)

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zbMATH Keywords

volatilitybehavioral financeinvestor sentimentturnover ratio

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Measurement and performance in psychology (91E45)

Cited In (8)

• Idiosyncratic volatility and stock returns: a Fama-French five-factor model perspective
• Investor sentiment index and empirical evidence from China's stock market
• Which is the important factor that influences the development of the stock market, the investor sentiment or the leverage trading?
• Market participation willingness and investor's herding behavior: evidence from an emerging market
• PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST
• Idiosyncratic volatility and the expected stock returns for exploring the relationship with panel threshold regression
• Asymmetry of investor sentiment and the reason: evidence from Chinees stock market
• Research on the influence of investor sentiment on stock price crash risk --- based on the mesomeric effect of excessive investment by enterprises

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