Now showing items 1-2 of 2
Sentiment-prone investors and volatility dynamics between spot and futures markets
(Elsevier, 2015) Artículo / Artikulua,
This paper analyses the role of investor sentiment in the contemporaneous dynamics of spot and futures markets and in volatility spillovers between them. To explore this issue, we analyse spot and futures markets on stock ...
The impact of investor sentiment on stock returns in emerging markets. The case of Central European markets
(Taylor & Francis, 2015) Artículo / Artikulua,
This paper studies the effect of investor sentiment on stock returns in three Central European markets: the Czech Republic, Hungary and Poland. The results show that sentiment is a key variable in the prices of stocks ...