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Stock market reactions to domestic sentiment: Panel CS-ARDL evidence · Study

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ArticleStock market reactions to domestic sentiment: Panel CS-ARDL evidence

Walid M.A. Ahmed2020

Article2020

Stock market reactions to domestic sentiment: Panel CS-ARDL evidence

Walid M.A. Ahmed

54 citations·0/0 files stored·Research in International Business and Finance

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Financial Markets and Investment Strategies Market Dynamics and Volatility Stock Market Forecasting Methods

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References

1978Specification Tests in Econometrics 1998Law and Finance 2002Unit root tests in panel data: asymptotic and finite-sample properties 2007A simple panel unit root test in the presence of cross‐section dependence 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors 2004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS 1999Pooled Mean Group Estimation of Dynamic Heterogeneous Panels

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2021Population dynamics and environmental quality in Africa 2021COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market 2022The role of trust, investor sentiment, and uncertainty on bank stock return performance: Evidence from the MENA region

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Details

Year2020

Typearticle

Published2020-05-26

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations54

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ribaf.2020.101240

openalex_workW3032322503

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