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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| المؤلفون الرئيسيون: | , , |
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| التنسيق: | text |
| اللغة: | English |
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Animo Repository
2021
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| الموضوعات: | |
| الوصول للمادة أونلاين: | 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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