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

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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書目詳細資料
Main Authors:	Bautista, Art Lowell N., Santos, Fernando Miguel T., Tiongco, Liam R.
格式:	text
語言:	English
出版:	Animo Repository 2021
主題:	Stockholders > Philippines Stock price indexes > Philippines Economics Finance and Financial Management
在線閱讀:	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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