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1-s2.0-S1044028315000022-main
论文:An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market(This study examines the effect of rational and irrational components of
U.S. institutional and individual investor sentiment on Istanbul Stock
Market (ISE) return and volatility. The results showthat there is a significant
spillover effect of U.S. investor sentiment on stock return and
volatility of ISE. A breakdown of sentiment by the type of investor
shows that the impact of institutional sentiment is greater than that of
individual sentiment. A breakdown of sentiment by rationality shows
that the effect of rational sentiment on ISE return is faster though not
necessarily greater than that of irrational sentiment. The conclusion
fromthese results is that the effect of U.S. investor sentiment is systemic
and cannot be diversified away. U.S. investor sentiment, therefore,
constitutes a priced risk factor and must be accounted for accordingly
in international asset pricing models. The findings also provide some
evidence of a negative relationship between U.S. investor senti)
- 2015-04-14 15:50:14下载
- 积分:1
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rtrl
这是一个用实时递归学习算法来训练递归神经网络的matlab文件(It is a Matlab file for initializing and training a recurrent neural network using Williams and Zipser s Real-Time Recurrent Learning algorithm.)
- 2014-12-26 14:43:47下载
- 积分:1
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convertidor
three-phase converter using matlab simulink
- 2014-02-18 05:08:32下载
- 积分:1
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imp_papers
Random processes important papers from previous years.
- 2010-06-16 05:02:54下载
- 积分:1
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ycx
matlab7.0从入门到精通配书光盘源程序(matlab7.0 books from the entry to the master CD-ROM with source code)
- 2011-01-09 10:47:17下载
- 积分:1
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41695073double-fedmachine
vector control double fed induction machine
- 2011-05-14 18:38:46下载
- 积分:1
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firefly_simple1
一个萤火虫算法,很好用的。只需要换测试函数即可。不过请注意例如萤火虫个数的等参数的更换。(A firefly algorithm, easy to use. Merely need to replace the test function can be. Oh Oh Oh Oh)
- 2012-05-11 20:45:35下载
- 积分:1
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AR
说明: 基于matlab环境下的ARMA(1,1)模型的参数估计程序(Matlab environment based on ARMA (1,1) model parameter estimation procedures)
- 2008-05-19 16:14:15下载
- 积分:1
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decon
matlab下褶积的各个程序,简单易懂,实用性强。(all the decon codes in matlab,which is easy to read and suitable for many situations. )
- 2013-01-02 17:28:12下载
- 积分:1
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matlab-basic-knowledge
matlab基础概述,介绍了matlab开发环境及相关知识(matlab basic overview, describes the development environment and knowledge of matlab)
- 2011-05-14 10:33:36下载
- 积分:1