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336.76:061.1EU(4) (1) |
Monedă. Sistem monetar. Bănci. Bursa de mărfuri (781) |
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SM ISO690:2012 RUSU, Iurie, ROŞCOVAN, Mihai, HÂRBU, Eduard, DRIGA, Olga. Sentiment Impact on Stock Market Returns in Eurozone Countries. In: Application of information and communication technology and statistics in economy and education, Ed. Ediția 8-a, 18-20 octombrie 2018, Sofia. Sofia: 2018, Ediția 8-a, pp. 87-96. ISSN 2367-7643. |
EXPORT metadate: Google Scholar Crossref CERIF DataCite Dublin Core |
Application of information and communication technology and statistics in economy and education Ediția 8-a, 2018 |
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Conferința "Application of information and communication technology and statistics in economy and education" Ediția 8-a, Sofia, Bulgaria, 18-20 octombrie 2018 | ||||||
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CZU: 336.76:061.1EU(4) | ||||||
Pag. 87-96 | ||||||
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Rezumat | ||||||
This paper studies the impact of Economic Sentiment Indicator (ESI) in the financial markets across 19 countries, members of the Eurozone. This paper contributes to the specialized literature by studying the impact of a survey-based sentiment indicator on the performance of financial markets. Using monthly data across 10 years, the empirical results highlighted the impact of the chosen sentiment indicator across the Eurozone. The analysis shows that the Economic Sentiment Indicator (ESI) has a significant effect on the returns of stocks in the Eurozone, based on an ARDL model. |
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Cuvinte-cheie determinants, Economic Sentiment Indicator, Eurozone stock markets, Investor Sentiment |
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