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1-s2.0-S1044028315000022-main
论文:An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market(This study examines the effect of rational and irrational components of
U.S. institutional and individual investor sentiment on Istanbul Stock
Market (ISE) return and volatility. The results showthat there is a significant
spillover effect of U.S. investor sentiment on stock return and
volatility of ISE. A breakdown of sentiment by the type of investor
shows that the impact of institutional sentiment is greater than that of
individual sentiment. A breakdown of sentiment by rationality shows
that the effect of rational sentiment on ISE return is faster though not
necessarily greater than that of irrational sentiment. The conclusion
fromthese results is that the effect of U.S. investor sentiment is systemic
and cannot be diversified away. U.S. investor sentiment, therefore,
constitutes a priced risk factor and must be accounted for accordingly
in international asset pricing models. The findings also provide some
evidence of a negative relationship between U.S. investor senti)
- 2015-04-14 15:50:14下载
- 积分:1
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matlab-tutorial-ebook
这是一本matlab学习课件书籍,其中包括一些基本的操作,也包括相当多的源程序(This is a matlab learning courseware books, including some of the basic operations, including a considerable number of the source)
- 2013-05-22 09:17:07下载
- 积分:1
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MATLABlearn3
MATLABlearn MATLABlearn
- 2010-09-12 20:27:31下载
- 积分:1
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wavelet
使用小波分析算法,在matlab环境下,对信号进行分解,分析各次谐波(Using wavelet analysis, in the matlab environment, the signal decomposition analysis of the harmonic)
- 2010-05-24 08:57:46下载
- 积分:1
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ODE45pid
用ODE方法,采用PID控制方法设计控制器,对电机进行仿真。(With ODE method using PID control design of the controller, the motor simulation.)
- 2021-04-13 16:58:56下载
- 积分:1
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MPSK_simulation
This Matlab Source File will help you understand BER of bpsk, qpsk, 8psk
- 2009-06-05 17:31:54下载
- 积分:1
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modelforelectrifiedrailway
某铁路局电气化铁道过分相真实模型,其中参数为真实参数,具有应用价值(Excessive relative to the true model for electrified railway)
- 2010-03-01 15:42:05下载
- 积分:1
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calculating
提取财务数据并计算经波动调整的衍生指标,同时生成指标序列矩阵(Extract Financial data and calculate the volatility-adjusted derivatives, and generate the time series matrix)
- 2012-04-19 17:25:36下载
- 积分:1
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MATLAB7.X
《深入浅出MATLAB7.X混合编程》主要讲了MATLAB与其他应用软件的接口,并附有实例源码(" Easy to understand MATLAB7.X hybrid programming," say the main MATLAB interface with other applications, together with examples of source)
- 2010-08-05 15:21:23下载
- 积分:1
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example1
不确定线性脉冲控制系统的程序,例子和程序都在压缩包里面。(Uncertain linear pulse control system procedures , examples and procedures are in the compressed packets inside .)
- 2013-07-18 22:10:12下载
- 积分:1