DEPENDENCE BETWEEN STOCK RETURNS AND INVESTOR SENTIMENT IN CHINESE MARKETS: A COPULA APPROACH

Xunfa LU,Kin Keung LAI ,Liang LIANG

Xunfa LU,Kin Keung LAI ,Liang LIANG

Journal of Systems Science and Complexity . 2012, (3): 529 -548 . DOI: 10.1007/s11424-012-9332-0