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 :
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