Balcilar, MehmetGupta, RanganKyei, Clement Kweku2018-02-092018-01Balcilar, 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.12119.0307-3378 (print)1467-8586 (online)10.1111/boer.12119http://hdl.handle.net/2263/63911Please abstract in the article.en© 2017 Board of Trustees of the Bulletin of Economic Research and John Wiley & Sons Ltd. This is the pre-peer reviewed version of the following article : 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, 2018, doi : 10.1111/boer.12119. The definite version is available at : http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1467-8586 [24 months embargo]Causality-in-quantilesInvestor sentimentLinear causalityNonlinear dependenceNonparametric causalityStock marketsModelImpactsNoiseRegressionFinancial marketsPostprint Article