Work

A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises

Year: 2017

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2017.08.001

Authors: Xu Guo, Michael McAleer, Wing-Keung Wong, Lixing Zhu

Institutions: Beijing Normal University, Universidad Complutense de Madrid, The University of Sydney, National Tsing Hua University, Erasmus University Rotterdam, Asia University, Lingnan University, Hang Seng University of Hong Kong, Hong Kong Baptist University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2289085573

FWCI: 7.951

Cites: 58

Cited by: 38

Related to: 10