Investor sentiment and the prediction of stock returns: a quantile regression approach
Author:
Affiliation:
1. Business School of Hunan Unviersity, Changsha PR China
2. School of Finance, Guangdong University of Finance & Economics, Guangzhou PR China
Funder
Natural Science Foundation of Guangdong Province
Natural Science Foundation of Guangdong Province, China
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2018.1486993
Reference50 articles.
1. CoVaR
2. Stock returns and inflation: Evidence from quantile regressions
3. Quantiles of the realized stock–bond correlation and links to the macroeconomy
4. Quantile Regression Analysis of the Asymmetric Return-Volatility Relation
5. Investor Sentiment and the Cross-Section of Stock Returns
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