Listar Artículos de revista DGE - EKS Aldizkari artikuluak por tema "Stock market"

Does herding affect volatility? Implications for the Spanish stock market

Blasco de las Heras, Natividad; Corredor Casado, María Pilar

; Ferreruela Garcés, Sandra (Taylor & Francis, 2012) Artículo / Artikulua

According to rational expectation models, uninformed or liquidity trading make market price volatility rise. This paper sets out to analyze the impact of herding, which may be interpreted as one of the components of ...

Investor sentiment effect in stock markets: stock characteristics or country-specific factors?

Corredor Casado, María Pilar

; Ferrer Zubiate, Elena

; Santamaría Aquilué, Rafael

(Elsevier, 2013) Artículo / Artikulua

This paper analyzes the investor sentiment effect in four key European stock markets: France, Germany, Spain and the UK. The findings show that sentiment has a significant influence on returns, varying in intensity across ...

Is there a connection between sovereign CDS spreads and the stock market? Evidence for European and US returns and volatilities

Ballester Miquel, Laura; González Urteaga, Ana

(MDPI, 2020) Artículo / Artikulua

This study complements the current literature, providing a thorough investigation of the lead–lag connection between stock indices and sovereign credit default swap (CDS) returns for 14 European countries and the US over ...

Market sentiment: a key factor of investors' imitative behaviour

Blasco de las Heras, Natividad; Corredor Casado, María Pilar

; Ferreruela Garcés, Sandra (Wiley, 2012) Artículo / Artikulua

The aim of this paper is to explore herding behavior among investors in order to determine its rational and emotional component factors and identify relationships among them. We apply causality tests to evaluate the impact ...