articleJournal of Banking & FinanceJan 1, 2002Closed access

Stock market volatility, excess returns, and the role of investor sentiment

WYWayne Y LeeCXChristine X. JiangDCDaniel C. Indro

University of Arkansas at Fayetteville · University of Memphis · +1 more institution

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

703
total citations
FWCI
4.37
Percentile
100%
References
46
Citations per year

Authors

3

Topics & keywords

Topics
Keywords
  • Volatility (finance)
  • Economics
  • Heteroscedasticity
  • Econometrics
  • Autoregressive conditional heteroskedasticity
  • Excess return
  • Financial economics
  • Stock (firearms)
No related works found for this paper.