Sentiment dynamics and stock returns: the case of the German stock market
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 41 (2011)
Issue (Month): 3 (December)
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Find related papers by JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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