Volatility Spillover And Investor Sentiment: Subprime Crisis
In this paper, we test the role of the American investor sentiment in the amplification of the subprime financial crisis by examining the volatility spillover between the Standard & Poor's 500 Index (S&P 500) returns and investor sentiment measures. We show a significant effect of in...
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| 主要な著者: | , , |
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| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Asian Academy of Management (AAM)
2015
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| 主題: | |
| オンライン･アクセス: | http://eprints.usm.my/40035/1/aamjaf110215_04.pdf http://eprints.usm.my/40035/ http://web.usm.my/journal/aamjaf/11-2-4-2015.html |
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