Keywords: Predictive regressions
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Journal Articles
International Journal of Managerial Finance (2018) 14 (4): 484–502.
Published: 29 May 2018
.... Finally, it examines if investor sentiment innovations impact unexpected returns for a variety of portfolios. Design/methodology/approach This study utilizes predictive regressions to determine if sentiment can predict Mexican equity returns. Multivariate GARCH models are estimated to examine the time...

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