The relationship between market sentiment and equity premium: An artificial neural network analysis

International Journal of Electronic Finance

Volumn 2, Issue 2, 2008, Pages 227-240

  Hassan, Nik R ^a   Wong, Shee Q ^a  

^a UNIVERSITY OF MINNESOTA DULUTH   (United States)

Author keywords

ANNs; Artificial Neural Networks; Consumer sentiment; Equity premium forecasting; Fundamentals; Market sentiment; Nonlinearity

Indexed keywords

EID: 85086853248     PISSN: 17460069     EISSN: 17460077     Source Type: Journal    
DOI: 10.1504/IJEF.2008.017542     Document Type: Article

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