Now showing items 1-5 of 5

    • The impact of investor sentiment on stock returns in emerging markets. The case of Central European markets 

      Corredor Casado, María Pilar Upna; Ferrer Zubiate, Elena Upna; Santamaría Aquilué, Rafael Upna (Taylor & Francis, 2015)   Artículo / Artikulua  OpenAccess
      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 ...
    • Is cognitive bias really present in analyst forecasts? The role of investor sentiment 

      Corredor Casado, María Pilar Upna; Ferrer Zubiate, Elena Upna; Santamaría Aquilué, Rafael Upna (Elsevier, 2014)   Artículo / Artikulua  OpenAccess
      This paper analyses four key markets within the European context. In this context, where the level of analyst coverage is lower than in the US setting, we aim to ascertain whether the origin of optimism in analyst forecasts ...
    • Sentiment-prone investors and volatility dynamics between spot and futures markets 

      Corredor Casado, María Pilar Upna; Ferrer Zubiate, Elena Upna; Santamaría Aquilué, Rafael Upna (Elsevier, 2015)   Artículo / Artikulua  OpenAccess
      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 ...
    • El sentimiento del inversor y las rentabilidades de las acciones. El caso español 

      Corredor Casado, María Pilar Upna; Ferrer Zubiate, Elena Upna; Santamaría Aquilué, Rafael Upna (AECATaylor & Francis, 2013)   Artículo / Artikulua  OpenAccess
      El presente trabajo analiza el efecto del sentimiento en las rentabilidades de los activos del mercado español. Los resultados muestran un efecto significativo del índice de sentimiento local sobre las rentabilidades de ...
    • Value of analysts’ consensus recommendations and investor sentiment 

      Corredor Casado, María Pilar Upna; Ferrer Zubiate, Elena Upna; Santamaría Aquilué, Rafael Upna (Taylor & Francis, 2013)   Artículo / Artikulua  OpenAccess
      This paper studies the effect of investor sentiment on analysts' consensus recommendations. Our results show that the optimistic bias of analysts in the issuing of recommendations is affected by investor sentiment: the ...