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dc.contributor.authorBuranavityawut, Nonthipoth
dc.date.accessioned2015-05-03T22:41:45Z
dc.date.available2015-05-03T22:41:45Z
dc.date.issued2013
dc.identifier.urihttps://hdl.handle.net/10652/2794
dc.description.abstractUsing New Zealand market data, this paper provides additional evidence to support recent studies that investor sentiment moves stock prices and, in turn, influences expected returns. It also adds to a number of previous studies that investor sentiment influences the market volatility, and hence the mean-variance relation. The findings in this study help confirm that investor sentiment is time-varying.en_NZ
dc.language.isoenen_NZ
dc.publisherAuckland Region Accountingen_NZ
dc.subjectNew Zealand share marketen_NZ
dc.subjectshare pricesen_NZ
dc.subjectinvestor sentimenten_NZ
dc.titleThe Effects of Investor Sentiment and the Conditional Volatility in New Zealand Stock Marketen_NZ
dc.typeConference Contribution - Oral Presentationen_NZ
dc.rights.holderThe Authorsen_NZ
dc.subject.marsden150299 Banking, Finance and Investment not elsewhere classifieden_NZ
dc.identifier.bibliographicCitationBuranavityawut, N. (2013). The effects of investor sentiment and the conditional volatility in New Zealand stock market. Paper presented at Auckland Region Accounting Conference, Auckland, New Zealanden_NZ
unitec.institutionUnitec Institute of Technologyen_NZ
unitec.conference.titleAuckland Region Accounting Conferenceen_NZ
unitec.conference.orgUnitec Institute of Technologyen_NZ
unitec.conference.locationAuckland: New Zealanden_NZ
unitec.conference.sdate2013-11-29
unitec.conference.edate2013-11-29
unitec.peerreviewedyesen_NZ
dc.contributor.affiliationUnitec Institute of Technologyen_NZ
unitec.identifier.roms55639en_NZ
unitec.institution.studyareaAccounting and Finance


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