Predicting stock returns and volatility with investor sentiment indices : a reconsideration using a nonparametric causality-in-quantiles test
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Date
Authors
Balcilar, Mehmet
Gupta, Rangan
Kyei, Clement Kweku
Journal Title
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Publisher
Wiley
Abstract
Please abstract in the article.
Description
Keywords
Causality-in-quantiles, Investor sentiment, Linear causality, Nonlinear dependence, Nonparametric causality, Stock markets, Model, Impacts, Noise, Regression, Financial markets
Sustainable Development Goals
Citation
Balcilar, M., Gupta, R. and Kyei, C. (2018), Predicting stock returns and volatility with investor sentiment indices : a reconsideration using a nonparametric causality-in-quantiles test. Bulletin of Economic Research, 70: 74–87. doi:10.1111/boer.12119.