* 2 Results enter search term Search Reset filter Suchfilter Content Type Publications (2) Publication Type Working Paper (2) Research International Macroeconomics (2) Macroeconomic Research (2) Experts Thomas Lux (2) Jaba Ghonghadze (1) Date Last Month Last Year Select Period start date to end date Sort by Relevance Date Aktive Filter Publication Type: Working Paper Experts: Thomas Lux Tags: opinion dynamics Remove all filters Working Paper 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... Working Paper 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...
Working Paper 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...
Working Paper 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...