CONSUMER SENTIMENT AND INDONESIA'S STOCK RETURNS
This paper examines whether consumer sentiment predicts the excess returns of the aggregate market and nine industries from the Indonesia equity market. We discover evidence of predictability for three industries; however, the magnitude of predictability are heterogeneous. Some sectors are predictab...
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| Auteur principal: | |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
Bank Indonesia
2020-01-01
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| Collection: | Buletin Ekonomi Moneter dan Perbankan |
| Sujets: | |
| Accès en ligne: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1194 |
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