| dc.contributor.author | Debata, Byomakesh | |
| dc.date.accessioned | 2024-11-20T07:22:12Z | |
| dc.date.available | 2024-11-20T07:22:12Z | |
| dc.date.issued | 2021-11 | |
| dc.identifier.uri | https://www.emerald.com/insight/content/doi/10.1108/rbf-05-2021-0083/full/html | |
| dc.identifier.uri | http://dspace.bits-pilani.ac.in:8080/jspui/handle/123456789/16405 | |
| dc.description.abstract | This study uses nonlinear causality and wavelet coherence techniques to analyze the sentiment-returns nexus. The analysis is conducted on the full sample period from January to December 2020 and further extended to two subperiods from January to June and July to December to investigate whether the associations between sentiment and market returns persist even several months after the outbreak | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Emerald | en_US |
| dc.subject | Economics | en_US |
| dc.subject | Behavioral finance | en_US |
| dc.subject | General financial markets | en_US |
| dc.subject | COVID-19 | en_US |
| dc.subject | Pandemic | en_US |
| dc.title | COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market | en_US |
| dc.type | Article | en_US |
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