Asymmetric impact of investor sentiment on brazilian stock market volatility / Impacto assimétrico do sentimento do investidor na volatilidade do mercado acionário brasileiro

Asymmetric impact of investor sentiment on brazilian stock market volatility / Impacto assimétrico do sentimento do investidor na volatilidade do mercado acionário brasileiro

Purpose: The purpose of this study was to analyze the effect of investor sentiment on the volatility of the Brazilian stock market. Specifically, it aimed to identify if the asymmetric behavior of sentiment could be observed in emerging markets, considering companies that have characteristics that...

Full description

Bibliographic Details
Main Authors: Talieh S. V. Ferreira, Márcio A. V. Machado, Polyandra Z. P. Silva
Format: Article
Language:Spanish
Published: Universidade Presbiteriana Mackenzie 2021-08-01
Series:RAM. Revista de Administração Mackenzie
Subjects:
volatility
investor sentiment
asymmetry
asset pricing
mispricing
volatilidade
sentimento do investidor
assimetria
precificação de ativos
Online Access:https://www.scielo.br/j/ram/a/YmMdQq6YZ5tGfsgDTpz5Ysf/?lang=en

Internet

https://www.scielo.br/j/ram/a/YmMdQq6YZ5tGfsgDTpz5Ysf/?lang=en

Similar Items