Articles liés à Relationship Among Investor Sentiment and Financial...

Relationship Among Investor Sentiment and Financial Market Dynamics: Evidence from Political Instability Driven by the Tunisian Revolution - Couverture souple

SOLTANI, Hayet; ALOULOU, Abderrahmen; ABBES BOUJELBENE, Mouna

 
9786203926026: Relationship Among Investor Sentiment and Financial Market Dynamics: Evidence from Political Instability Driven by the Tunisian Revolution
Couverture souple
ISBN 10 : 6203926027 ISBN 13 : 9786203926026
Editeur : LAP LAMBERT Academic Publishing, 2021

Synopsis

The focus of this book is to investigate the relationship between investor’s sentiment and financial market dynamics and to test if investor’s sentiment contributes to amplify the impact of instability on stock market dynamics.We have chosen the Generalized Method of Moments in two steps (GMM-2S) for estimating this close relationship. The estimation results of simultaneous equations – GMM-2S method- linking the return, volatility and investor sentiment, prove that during political stability period, investor sentiment didn’t affect market return and volatility. However, during the period characterized by the occurrence of the Tunisian Revolution and thus political instability, a significant bidirectional relationship between investor sentiment and market volatility and return was highlighted. These results highlight that investor’s behavior compound political instability effect on Tunisian market.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2021
Langue
anglais
ISBN 10 
6203926027
ISBN 13 
9786203926026
Reliure
Broché
Nombre de pages
132
Coordonnées du fabricant
non disponible
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