Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS

Betül Kalayci, Ayse Özmen, Gerhard-Wilhelm Weber. Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS. Annals OR, 295(1):183-206, 2020. [doi]

@article{KalayciOW20,
  title = {Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS},
  author = {Betül Kalayci and Ayse Özmen and Gerhard-Wilhelm Weber},
  year = {2020},
  doi = {10.1007/s10479-020-03757-8},
  url = {https://doi.org/10.1007/s10479-020-03757-8},
  researchr = {https://researchr.org/publication/KalayciOW20},
  cites = {0},
  citedby = {0},
  journal = {Annals OR},
  volume = {295},
  number = {1},
  pages = {183-206},
}