The relationship between investor attention and volatility of the PSEi: A VAR and Granger causality approach

The function that investor attention plays in the movement of prices in financial markets has been a prevailing interest to financial economists. Traditionally, proxies for investor attention have been confined to but not limited to news, trading volume, and abnormal returns. However, these proxies...

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Bibliographic Details
Main Authors: Bautista, Art Lowell N., Santos, Fernando Miguel T., Tiongco, Liam R.
Format: text
Language:English
Published: Animo Repository 2021
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Online Access:https://animorepository.dlsu.edu.ph/etdb_econ/15
https://animorepository.dlsu.edu.ph/cgi/viewcontent.cgi?article=1014&context=etdb_econ
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Institution: De La Salle University
Language: English

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