Browsing Volume: 04, No: 1, January 2011 by Subject "Cointegration"

Now showing items 1-1 of 1

Does the Market Drive the Animal Spirits? A Cointegration Analysis

Jong, Pieter J. de (School of Business, Independent University,Bangladesh, 2011-01-01)

This paper studies different relationships in the US between consumer sentiment and stock returns. The study adds to the existing literature by exploring the long run relationship between consumer sentiment and stock returns ...