Finance research letters · 2019 · 28 citations · 28 references
BusinessEconomicsFinanceFinancial EconomicsReal Estate EconomicsReal Estate FinanceCapital MarketsHousing EconomicsHousing FinanceHousing MarketsInvestor SentimentMarket SentimentHousing Price DynamicsInvestor Sentiment EffectsWavelet AnalysisWavelet EstimationWavelet Transform
28
Dynamic Conditional Correlation
Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations
Business, Finance, Econometrics +16
Investor Sentiment and the Cross‐Section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 6.1K citations · Full text