Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange
نویسندگان
چکیده
منابع مشابه
Predicting Stock Market Returns and Volatility with Investor Sentiment: Evidence from Eight Developed Countries
We test the predictive ability of investor sentiment on the return and volatility at the aggregate market level in the U.S., four largest European countries and three Asia-Pacific countries. We find that in the U.S., France and Italy periods of high consumer confidence levels are followed by low market returns. In Japan both the level and the change in consumer confidence boost the market retur...
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ژورنال
عنوان ژورنال: Cogent Economics & Finance
سال: 2019
ISSN: 2332-2039
DOI: 10.1080/23322039.2019.1600233