Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach

Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach

The GIIPS economies are noted to suffer the most consequences of systemic crises. Regardless of their bad performance in crisis periods, their role(s) in asset allocation and portfolio management cannot go unnoticed. For effective portfolio management across divergent timescales, cross-market interd...

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Bibliographic Details
Main Authors: Samuel Kwaku Agyei, Ahmed Bossman
Format: Article
Language:English
Published: AIMS Press 2023-03-01
Series:Quantitative Finance and Economics
Subjects:
giips
stock returns
investor fear
investor sentiment
wavelet analysis
vix
Online Access:https://www.aimspress.com/article/doi/10.3934/QFE.2023005?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/QFE.2023005?viewType=HTML

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