* 4 Ergebnisse Suchbegriff eingeben Suche Filter zurücksetzen Suchfilter Inhaltstyp Publikationen (4) Publikationstyp Arbeitspapier (2) Journal Article (2) Forschung Internationale Makroökonomik (4) Makroökonomische Forschung (4) Experten Thomas Lux (4) Jaba Ghonghadze (2) Zeitraum Letzter Monat Letztes Jahr Zeitraum wählen Startdatum bis Enddatum Sortieren nach Relevanz Datum Aktive Filter Tags: opinion dynamics Alle Filter entfernen Arbeitspapier Sentiment Dynamics and Stock Returns: The Case of the German Stock Market 01.12.2008 We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a... Journal Article Sentiment Dynamics and Stock Returns: The Case of the German Stock Market 01.11.2011 We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a... Arbeitspapier Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.02.2009 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a... Journal Article Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.01.2012 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a...
Arbeitspapier Sentiment Dynamics and Stock Returns: The Case of the German Stock Market 01.12.2008 We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a...
Journal Article Sentiment Dynamics and Stock Returns: The Case of the German Stock Market 01.11.2011 We use weekly survey data on short-term and medium-term sentiment of German investors in order to study the causal relationship between investors' mood and subsequent stock price changes. In contrast to extant literature for other countries, a...
Arbeitspapier Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.02.2009 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a...
Journal Article Modeling the Dynamics of EU Economic Sentiment Indicators: An Interaction-Based Approach 01.01.2012 This paper estimates a simple univariate model of expectation or opinion formation in continuous time adapting a ‘canonical’ stochastic model of collective opinion dynamics (Weidlich and Haag, 1983; Lux, 1995, 2007). This framework is applied to a...