Dynamic Spillover Effects of Investor Sentiment and Return between China and the United States

As the two largest economies in the world, the investor sentiment and stock return of China and the United States are the focus of global attention. In this paper, we study the dynamic spillover effects of investor sentiment and return between China and the United States. First, we use the relative...

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Bibliographic Details
Main Authors: Ping Zhang, Lin Zhang, Zhenghui Meng, Tewei Wang
Format: Article
Language:English
Published: Hindawi Limited 2021-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2021/6622261