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Displaying results 1 to 3 of 3.

  1. Effects of information overload on financial markets
    how much is too much?
    Author: Bernales, Alejandro; Valenzuela, Marcela; Zer, Ilknur
    Published: [2023]
    Publisher:  Board of Governors of the Federal Reserve System, [Washington, DC]

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 201
    Inter-library loan:
    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: International finance discussion papers ; number 1372 (March 2023)
    Subjects: Limited attention; dispersion; sentiment; predicting returns; behavioral biases
    Scope: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  2. Confiance et activité économique
    analyse d'impact sur l'économie canadienne
    Author: Moran, Kevin; Stevanović, Dalibor; Touré, Adam Kader
    Published: [2023]
    Publisher:  CIRANO, [Montréal]

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    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 904
    Inter-library loan:
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
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    Series: Rapport de projet / CIRANO ; 2023RP, 10
    Subjects: Confidence; sentiment; macroeconomic fluctuations; VAR
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  3. The Real Effects of Sentiment and Uncertainty
    Author: Birru, Justin; Young, Trevor
    Published: [2023]
    Publisher:  SSRN, [S.l.]

    The effects of sentiment should be strongest during times of heightened valuation uncertainty. As such, we document a significant amplifying role for market uncertainty in the relation between sentiment and aggregate investment. A... more

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    Verlag (kostenfrei)
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    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan

     

    The effects of sentiment should be strongest during times of heightened valuation uncertainty. As such, we document a significant amplifying role for market uncertainty in the relation between sentiment and aggregate investment. A one-standard-deviation increase in uncertainty more than doubles the effect of sentiment on investment. Moreover, allowing uncertainty-dependent sentiment effects substantially increases explanatory power (i.e., R2). Our results are robust to many sentiment, uncertainty, and investment measures. We also document similar effects for aggregate equity issuance. Consistent with theory, we find even stronger results in the cross-section of valuation uncertainty. The evidence suggests that the importance of sentiment for corporate decisions varies over time and depends crucially on the underlying level of market uncertainty

     
    Export to reference management software   RIS file
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Fisher College of Business Working Paper ; No. 2023-03-011
    Subjects: sentiment; uncertainty; corporate investment; equity issuance; mispricing; behavioral finance
    Other subjects: Array
    Scope: 1 Online-Ressource (51 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2023 erstellt