Skip to Main Content
Keywords: Threshold regression
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Review of Behavioral Finance (2023) 15 (4): 534–549.
Published: 21 February 2022
... employ a threshold regression model to examine how changes in market sentiment can affect herding behavior in oceanic dry bulk shipping. Findings The results show that the behavioral aspect of investing, measured through intentional and unintentional herding, contrary to the results for financial...
Journal Articles
Review of Behavioral Finance (2021) 13 (3): 229–258.
Published: 20 May 2020
... search engine to reveal household-level (“bankruptcy”, “unemployment”, “job search”, etc.) and market-level sentiment (“bankruptcy”, “unemployment”, “job search”, etc.). Findings Using a variety of quantitative methodologies such as the transfer entropy model as well as threshold regression and OLS...

or Create an Account

Close Modal
Close Modal