Predicting stock market crises using daily stock market valuation and investor sentiment indicators-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Predicting stock market crises using daily stock market valuation and investor sentiment indicators

Published:2020-01 Issue: Volume:51 Page:100905
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Fu Junhui,Zhou Qingling,Liu Yufang,Wu Xiang

Funder

China National Nature Science Foundation

Zhejiang Provincial Natural Science Foundation of China

Soft science fund project of Zhejiang Province

Educational Commission of Zhejiang Province of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference43 articles.

1. Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators;Babecký;Journal of Financial Stability,2014

2. Bank regulation, property prices and early warning systems for banking crises in OECD countries;Barrell;Journal of Banking and Finance,2010

3. Predicting currency crises: The indicators approach and an alternative;Berg;Journal of International Money and Finance,1999

4. CART-based selection of bankruptcy predictors for the logit model;Brezigar-Masten;Expert Systems with Applications,2012

5. Investor sentiment and asset valuation;Brown;Journal of Business,2005

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Web Semantic Analysis of Investor Sentiment, Short Trading, and Stock Market Volatility;International Journal on Semantic Web and Information Systems;2024-09-06

2. Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach;The North American Journal of Economics and Finance;2024-09

3. Stock market extreme risk prediction based on machine learning: Evidence from the American market;The North American Journal of Economics and Finance;2024-09

4. Analysis of market risk volatility and warning in carbon trading market;Journal of Cleaner Production;2024-05

5. Predicting Stock Market Crises Using Stock Index Derivatives: Evidence from China;Emerging Markets Finance and Trade;2023-08-02

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3