دورية أكاديمية
The effect of overconfidence behaviour on stock market volatility in Belgium
| العنوان: | The effect of overconfidence behaviour on stock market volatility in Belgium |
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| المؤلفون: | Kouamé Marcel ANZIAN, Paul Vivien OYIBO, Koffi Mouroufie Emmanuel DJEBAN, Ebi Georges FOSSOU |
| المصدر: | Theoretical and Applied Economics, Vol XXX, Iss 3, Pp 131-146 (2023) |
| بيانات النشر: | General Association of Economists from Romania, 2023. |
| سنة النشر: | 2023 |
| المجموعة: | LCC:Business LCC:Economic theory. Demography LCC:Economics as a science |
| مصطلحات موضوعية: | excess confidence, volatility, stock returns, volume, gjr-garch, Business, HF5001-6182, Economic theory. Demography, HB1-3840, Economics as a science, HB71-74 |
| الوصف: | The purpose of this paper is to measure whether the investor operating on the Brussels Stock Exchange exhibits overconfidence behaviour, and to examine, under this hypothesis, the role of overconfidence in explaining fluctuations in the value of the BEL20 benchmark index over a 22-year period from 03 January 2000 to 21 October 2022. By exploiting econometric techniques in terms of causality and modelling conditional volatility, the results of this research show the presence of the excess confidence feature and its positive effect on the conditional volatility of the daily return of the BEL20 index. |
| نوع الوثيقة: | article |
| وصف الملف: | electronic resource |
| اللغة: | English |
| تدمد: | 1841-8678 1844-0029 |
| Relation: | http://store.ectap.ro/articole/1681.pdf; https://doaj.org/toc/1841-8678; https://doaj.org/toc/1844-0029 |
| URL الوصول: | https://doaj.org/article/9b3b6c60c16f40a2b2d48ac3c94644e3 |
| رقم الأكسشن: | edsdoj.9b3b6c60c16f40a2b2d48ac3c94644e3 |
| قاعدة البيانات: | Directory of Open Access Journals |
Full Text Finder | تدمد: | 18418678 18440029 |
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