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Dynamic connectedness between investors’ sentiment and asset prices : A comparison between major markets in Europe and USA

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dc.contributor.authorSakariyahu, Rilwan
dc.contributor.authorJohan, Sofia
dc.contributor.authorLawal, Rodiat
dc.contributor.authorPaterson, Audrey
dc.contributor.authorChatzivgeri, Eleni
dc.contributor.institutionUniversity of Aberdeen.Centre for Governance, Accountability, and Sustainability (GAS)en
dc.contributor.institutionUniversity of Aberdeen.Accountancyen
dc.date.accessioned2023-11-03T11:27:00Z
dc.date.available2023-11-03T11:27:00Z
dc.date.issued2023-12-01
dc.description.statusPeer revieweden
dc.format.extent17
dc.format.extent1602108
dc.identifier282211987
dc.identifier86cab4ed-4dad-4d40-a232-b51224c5d947
dc.identifier85174709261
dc.identifier.citationSakariyahu, R, Johan, S, Lawal, R, Paterson, A & Chatzivgeri, E 2023, 'Dynamic connectedness between investors’ sentiment and asset prices : A comparison between major markets in Europe and USA', Journal of International Financial Markets, Institutions and Money, vol. 89, 101866. https://doi.org/10.1016/j.intfin.2023.101866en
dc.identifier.doi10.1016/j.intfin.2023.101866
dc.identifier.issn1042-4431
dc.identifier.otherORCID: /0000-0002-9157-8013/work/146067899
dc.identifier.urihttps://hdl.handle.net/2164/22098
dc.identifier.urlhttps://www.scopus.com/pages/publications/85174709261en
dc.language.isoeng
dc.relation.ispartofJournal of International Financial Markets, Institutions and Moneyen
dc.subjectAsset volatilityen
dc.subjectForecastingen
dc.subjectGARCH-MIDASen
dc.subjectInvestor sentimenten
dc.subjectTVP- VARen
dc.subjectHF5601 Accountingen
dc.subjectFinanceen
dc.subjectEconomics and Econometricsen
dc.subject.lccHF5601en
dc.titleDynamic connectedness between investors’ sentiment and asset prices : A comparison between major markets in Europe and USAen
dc.typeJournal articleen

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