Matches in SemOpenAlex for { <https://semopenalex.org/work/W3141465900> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W3141465900 abstract "The equity premium forecasting literature provides ample evidence of predictability for both fundamental economic variables and non-fundamental variables, such as time-series momentum. In this paper, we study the role of investor setiment in equity premium predictability. Consistent with the theory of investor sentiment, we find that although economic variables can have strong predicting power when investor sentiment is low, their predictability tends to become insignificant when investor sentiment is high and the fundamental link between economic variables and equity premium is weakened. In contrast, the predictability of non-fundamental variables can be strong in high sentiment periods while tends to vanish away when sentiment is low and behavioural actions boosting the predictability of non-fundamental variables are moderated. Moreover, about 80% (20%) times can be classified as low (high) sentiment periods in our framework, which idicates that economic variables could be a more prevalent force than non-fundamental variables in terms of predicting equity premium" @default.
- W3141465900 created "2021-04-13" @default.
- W3141465900 creator A5051363890 @default.
- W3141465900 creator A5061555037 @default.
- W3141465900 creator A5069393408 @default.
- W3141465900 creator A5071218319 @default.
- W3141465900 date "2015-01-01" @default.
- W3141465900 modified "2023-09-28" @default.
- W3141465900 title "Market Sentiment and Paradigm Shifts" @default.
- W3141465900 hasPublicationYear "2015" @default.
- W3141465900 type Work @default.
- W3141465900 sameAs 3141465900 @default.
- W3141465900 citedByCount "0" @default.
- W3141465900 crossrefType "posted-content" @default.
- W3141465900 hasAuthorship W3141465900A5051363890 @default.
- W3141465900 hasAuthorship W3141465900A5061555037 @default.
- W3141465900 hasAuthorship W3141465900A5069393408 @default.
- W3141465900 hasAuthorship W3141465900A5071218319 @default.
- W3141465900 hasConcept C101161028 @default.
- W3141465900 hasConcept C105795698 @default.
- W3141465900 hasConcept C106159729 @default.
- W3141465900 hasConcept C149782125 @default.
- W3141465900 hasConcept C151541453 @default.
- W3141465900 hasConcept C162324750 @default.
- W3141465900 hasConcept C17744445 @default.
- W3141465900 hasConcept C197640229 @default.
- W3141465900 hasConcept C199539241 @default.
- W3141465900 hasConcept C199728807 @default.
- W3141465900 hasConcept C27574286 @default.
- W3141465900 hasConcept C2781410264 @default.
- W3141465900 hasConcept C33923547 @default.
- W3141465900 hasConceptScore W3141465900C101161028 @default.
- W3141465900 hasConceptScore W3141465900C105795698 @default.
- W3141465900 hasConceptScore W3141465900C106159729 @default.
- W3141465900 hasConceptScore W3141465900C149782125 @default.
- W3141465900 hasConceptScore W3141465900C151541453 @default.
- W3141465900 hasConceptScore W3141465900C162324750 @default.
- W3141465900 hasConceptScore W3141465900C17744445 @default.
- W3141465900 hasConceptScore W3141465900C197640229 @default.
- W3141465900 hasConceptScore W3141465900C199539241 @default.
- W3141465900 hasConceptScore W3141465900C199728807 @default.
- W3141465900 hasConceptScore W3141465900C27574286 @default.
- W3141465900 hasConceptScore W3141465900C2781410264 @default.
- W3141465900 hasConceptScore W3141465900C33923547 @default.
- W3141465900 hasLocation W31414659001 @default.
- W3141465900 hasOpenAccess W3141465900 @default.
- W3141465900 hasPrimaryLocation W31414659001 @default.
- W3141465900 hasRelatedWork W1589934397 @default.
- W3141465900 hasRelatedWork W1667216029 @default.
- W3141465900 hasRelatedWork W1807528030 @default.
- W3141465900 hasRelatedWork W2170766370 @default.
- W3141465900 hasRelatedWork W2203986039 @default.
- W3141465900 hasRelatedWork W2249231144 @default.
- W3141465900 hasRelatedWork W2352323534 @default.
- W3141465900 hasRelatedWork W2607389631 @default.
- W3141465900 hasRelatedWork W2727832906 @default.
- W3141465900 hasRelatedWork W2749109639 @default.
- W3141465900 hasRelatedWork W2755281637 @default.
- W3141465900 hasRelatedWork W2977863233 @default.
- W3141465900 hasRelatedWork W3002699989 @default.
- W3141465900 hasRelatedWork W3044357599 @default.
- W3141465900 hasRelatedWork W3130218313 @default.
- W3141465900 hasRelatedWork W3135086799 @default.
- W3141465900 hasRelatedWork W3143224927 @default.
- W3141465900 hasRelatedWork W3196573937 @default.
- W3141465900 hasRelatedWork W58399511 @default.
- W3141465900 hasRelatedWork W793284112 @default.
- W3141465900 isParatext "false" @default.
- W3141465900 isRetracted "false" @default.
- W3141465900 magId "3141465900" @default.
- W3141465900 workType "article" @default.