Structural changes in sentiment and returns: evidence from the Trump election

Autor: Mary J Becker, Zachary McGurk, Michael Hale
Rok vydání: 2021
Předmět:
Zdroj: Applied Economics Letters. 29:901-905
ISSN: 1466-4291
1350-4851
Popis: Given that regime changes may induce new tendencies and behaviours of financial models, we analyse the impact of sentiment variables on stock market returns for time periods before and after Donald...
Databáze: OpenAIRE