Title of article
The relationships between sentiment, returns and volatility
Author/Authors
Yaw-Huei Wang، نويسنده , , AneelKeswani، نويسنده , , Stephen J. Taylor، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
15
From page
109
To page
123
Keywords
Investor surveys , Market based sentiment measures , Stock index returns , causality , Realized volatility
Journal title
International Journal of Forecasting
Serial Year
2006
Journal title
International Journal of Forecasting
Record number
179200
Link To Document