Optimism in Financial Markets: Stock Market Returns and Investor Sentiments
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- Chiara Limongi Concetto & Francesco Ravazzolo, 2019. "Optimism in Financial Markets: Stock Market Returns and Investor Sentiments," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(2), pages 1-14, May.
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More about this item
KeywordsDynamic Bayesian econometrics; Portfolio choice; Sentiments; Stock Market Predictability;
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2019-01-21 (Corporate Finance)
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