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Two essays on the impact of rational and irrational investor sentiments on equity market return and volatility: Evidence from the U.S. and Brazil

机译：关于理性和非理性投资者情绪对股市回报率和波动性影响的两篇文章：来自美国和巴西的证据

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作者
Calafiore, Pablo Javier;
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作者单位

The University of Texas - Pan American;

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授予单位 The University of Texas - Pan American;
学科
学位 Ph.D.
年度 2010
页码 116 p.
总页数 116
原文格式 PDF
正文语种 eng
中图分类
关键词
入库时间 2022-08-17 11:56:30

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5. The role of investor sentiments on stock market returns and volatility: Evidence from Turkey and the U.S. [D] . Sayim, Mustafa. 2012

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6. A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China [O] . Yanhui Chen, Hanhui Zhao, Ziyu Li, 2020

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7. Do Stock Markets Catch the Flu? We examine the impact of influenza on the U.S. stock market. A higher incidence of flu is associated with decreased trading, decreased volatility, and higher bid-ask spreads. We also find some evidence that more flu implies lower stock returns. Consistent with the flu affecting institutional investors and market-makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is driven by the incidence of flu nationally. We provide estimates of the potential impacts of a pandemic on equity returns. [O] . Yiuman Tse, Brian C. McTier, John K. Wald 100

机译：股市是否会引发流感？我们研究了流感对美国股市的影响。流感发病率较高与交易减少，波动性降低和买卖差价较高有关。我们还发现一些证据表明，更多流感意味着股票收益率下降与影响机构投资者和做市商的流感一致，交易活动和波动性的下降主要是由于纽约市大区的流感发病率所致。然而，流感对买卖差价和回报的影响是由全国流感的发生率所驱动的。我们提供了大流行对股权回报的潜在影响的估计。

Two essays on the impact of rational and irrational investor sentiments on equity market return and volatility: Evidence from the U.S. and Brazil

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