Article ID Journal Published Year Pages File Type
5060233 Economics Letters 2012 4 Pages PDF
Abstract
► The investors' sentiment and stock returns nexus is investigated for the US. ► The causality testing procedure is conducted within a non-linear framework. ► Causality running from investors' sentiment to stock returns is verified.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Do investors' sentiment dynamics affect stock returns? Evidence from the US economy
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