Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model

2015 ◽  
Vol 50 ◽  
pp. 266-274 ◽  
Author(s):  
Zhong-Xin Ni ◽  
Da-Zhong Wang ◽  
Wen-Jun Xue
Keyword(s):  
Stock Market ◽  
Quantile Regression ◽  
Regression Model ◽  
Stock Returns ◽  
Nonlinear Effect ◽  
Investor Sentiment ◽  
Chinese Stock Market ◽  
Quantile Regression Model ◽  
Panel Quantile Regression ◽  
New Evidence

scholarly journals The Heterogeneous Effects of COVID-19 Outbreak on Stock Market Returns and Volatility: Evidence from Panel Quantile Regression Model

ETIKONOMI ◽  
2021 ◽  
Vol 20 (2) ◽  
pp. 225-238
Author(s):  
Noreen Khalid ◽  
Raja Fawad Zafar ◽  
Qasim Raza Syed ◽  
Roni Bhowmik
Keyword(s):  
Stock Market ◽  
Quantile Regression ◽  
Regression Model ◽  
Stock Returns ◽  
Market Returns ◽  
Stock Market Returns ◽  
Quantile Regression Model ◽  
Heterogeneous Effects ◽  
Panel Quantile Regression ◽  
The Impact

The purpose of this study is to probe the impact of the novel coronavirus (COVID-19) outbreak on stock market returns and volatility in developed markets. We employ a panel quantile regression model to capture unobserved individual heterogeneity and distributional heterogeneity. The study's findings reveal that there is a heterogeneous impact of COVID-19 on stock market returns and volatility. More specifically, there is a negative impact of COVID-19 on stock returns in the bearish stock market; however, there is an insignificant impact of COVID-19 on stock returns in the bullish stock market. Furthermore, COVID-19 has a positive impact on stock market volatility across all quantiles.JEL Classification: G24, G30, O16How to Cite:Khalid, N., Zafar, R. F., Syed, Q. R., Bhowmik, R., & Jamil, M. (2021). The Heterogeneous Effects of COVID-19 Outbreak on Stock Market Returns and Volatility: Evidence from Panel Quantile Regression Model. Etikonomi, 20(2), xx – xx. https://doi.org/10.15408/etk.v20i2.20587.

scholarly journals ON THE IMPACT OF REAL ESTATE PRICES ON THE DEVELOPMENT OF REGIONAL ECONOMY IN CHINA–AN ESTIMATION BASED ON PANEL QUANTILE REGRESSION MODEL

2021 ◽  
Vol 5 (2) ◽  
pp. 51-54
Author(s):  
Baili Zhang ◽  
Yadong Ma ◽  
Mengyue Yin ◽  
Zhengxun Li
Keyword(s):  
Economic Development ◽  
Real Estate ◽  
Quantile Regression ◽  
Regression Model ◽  
Marginal Effect ◽  
Quantile Regression Model ◽  
Panel Quantile Regression ◽  
Real Estate Prices ◽  
Impact Of Urbanization ◽  
The Impact

The paper analyzes the mechanism of real estate prices on economic development with panel quantile regression model. It is found that real estate prices can significantly promote economic development. Generally speaking, the contribution of real estate prices to economic development in regions with higher level of economic development is higher than that in regions with lower level. With the continuous improvement of the quantile, the impact of real estate prices has generally increased gradually, and the impact of urbanization level basically shows the law of diminishing marginal effect.

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