PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY‐IN‐QUANTILES TEST

Publisher: John Wiley & Sons Inc

E-ISSN: 1467-8586|70|1|74-87

ISSN: 0307-3378

Source: BULLETIN OF ECONOMIC RESEARCH, Vol.70, Iss.1, 2018-01, pp. : 74-87

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Abstract