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	Investor sentiment and its nonlinear effect on stock returns-New evidence from the Chinese stock market based on panel quantile regression model
	Ni, Zhong-Xin[1]; Wang, Da-Zhong[2]; Xue, Wen-Jun[3]
刊名	ECONOMIC MODELLING
	2015
卷号	50页码:266-274
关键词	Investor sentiment Stock returns Chinese A-share stock market Firm characteristics Penalized panel quantile regression model
ISSN号	0264-9993
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2266826
专题	上海大学
作者单位	1.[1]Shanghai Univ, Sch Econ, Shanghai 200444, Peoples R China. 2.Shanghai Univ, Res Ctr Financial Informat, Shanghai 200444, Peoples R China. 3.[2]Shanghai Univ, Sch Econ, Shanghai 200444, Peoples R China. 4.[3]Cent Michigan Univ, Coll Business Adm, Mt Pleasant, MI 48859 USA.
推荐引用方式 GB/T 7714	Ni, Zhong-Xin[1],Wang, Da-Zhong[2],Xue, Wen-Jun[3]. Investor sentiment and its nonlinear effect on stock returns-New evidence from the Chinese stock market based on panel quantile regression model[J]. ECONOMIC MODELLING,2015,50:266-274.
APA	Ni, Zhong-Xin[1],Wang, Da-Zhong[2],&Xue, Wen-Jun[3].(2015).Investor sentiment and its nonlinear effect on stock returns-New evidence from the Chinese stock market based on panel quantile regression model.ECONOMIC MODELLING,50,266-274.
MLA	Ni, Zhong-Xin[1],et al."Investor sentiment and its nonlinear effect on stock returns-New evidence from the Chinese stock market based on panel quantile regression model".ECONOMIC MODELLING 50(2015):266-274.

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