[文献] A nonlinear Granger causality test between stock returns and investor sentiment [推广有奖]

0关注
1粉丝

已卖：1份资源

讲师

99%

还不是VIP/贵宾

威望: 0 级
论坛币: 164 个
通用积分: 0.0024
学术水平: 34 点
热心指数: 36 点
信用等级: 10 点
经验: 11075 点
帖子: 529
精华: 0
在线时间: 499 小时
注册时间: 2010-6-4
最后登录: 2016-11-28

楼主

马甲甲 发表于 2015-12-4 18:48:00 |AI写论文

1论坛币

【作者(必填)】

【文题(必填)】

【年份(必填)】

【全文链接或数据库名称(选填)】A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market: a wavelet-based approachX Chu, C Wu, J Qiu - Applied Economics, 2015 - Taylor & Francis
ABSTRACT In this article, we re-examine the causality between the stock returns and
investor sentiment in China. The number of net added accounts is used as a proxy for
investor sentiment. To mimic the different investment horizons of market participants, we ...
Import into BibTeX Save More