Anger, sadness and bear markets
Can an understanding of mood help us understand aspects of systematic risk, volume and portfolios’ exposure to systematic risk during bear-market regimes? We hypothesize that bear markets are associated with negative emotions: either a low-arousal negative state (e.g. sadness and depression)or a hig...
| Main Authors: | Durand, Robert, Simon, M., Szimayer, A. |
|---|---|
| Format: | Journal Article |
| Published: |
Routledge Taylor & Francis Group
2009
|
| Online Access: | http://web.ebscohost.com/ehost/pdfviewer/pdfviewer?sid=6ee36efe-d005-4097-9d21-9cc82bc868fa%40sessionmgr12&vid=2&hid=110 http://hdl.handle.net/20.500.11937/38433 |
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