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Applied Economics Letters Volume 25, 2018 - Issue 7
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Article

Does investor sentiment dynamically impact stock returns from different investor horizons? Evidence from the US stock market using a multi-scale method

Yonghong JiangInstitute of Finance, Jinan University, Guangzhou, China;College of Economics, Jinan University, Guangzhou, China;Economics Department, Wisconsin University, Eau Claire, WI, USAView further author information
,
Bin MoInstitute of Finance, Jinan University, Guangzhou, China;College of Economics, Jinan University, Guangzhou, ChinaView further author information
&
He NieInstitute of Finance, Jinan University, Guangzhou, China;College of Economics, Jinan University, Guangzhou, ChinaCorrespondence[email protected]
View further author information
Pages 472-476 | Published online: 16 Jun 2017

References

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