The impacts of investor sentiment on different economic sectors: Evidence from Istanbul Stock Exchange
The aim of this study is to construct a model for evaluating the effects of investor sentiment on the conditional volatility by measuring the effects of noise trader demand shocks on returns and volatility where EGARCH model is used to determine whether investor sentiment has more influence on the c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2014-12-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845014000301 |