Anatomy Of Behavioural Risk Seasonality In Equity
Table 2:
| Variables |
|
Fundamental Risks |
Behavioural Risks |
|
Firm Fundamental |
Economic Fundamental |
Sentiment |
Emotion |
| R |
DY |
EPS |
PE |
CI |
LEI |
LAI |
BCI |
CSI |
FKLI |
VOL |
| R |
1.000 |
|
|
|
|
|
|
|
|
|
|
| DY |
-0.496 |
1.000 |
|
|
|
|
|
|
|
|
|
| EPS |
0.032 |
-0.009 |
1.000 |
|
|
|
|
|
|
|
|
| PE |
0.575 |
-0.520 |
-0.481 |
1.000 |
|
|
|
|
|
|
|
| CI |
0.026 |
-0.075 |
0.040 |
0.034 |
1.000 |
|
|
|
|
|
|
| LEI |
0.161 |
-0.168 |
0.020 |
0.137 |
0.402 |
1.000 |
|
|
|
|
|
| LAI |
0.038 |
-0.070 |
0.010 |
0.040 |
0.083 |
0.085 |
1.000 |
|
|
|
|
| BCI |
0.124 |
-0.130 |
0.000 |
0.101 |
0.149 |
0.126 |
0.041 |
1.000 |
|
|
|
| CSI |
0.100 |
-0.095 |
0.008 |
0.074 |
0.164 |
0.273 |
0.006 |
0.239 |
1.000 |
|
|
| FKLI |
0.514 |
-0.326 |
0.022 |
0.313 |
0.098 |
0.328 |
-0.033 |
0.189 |
0.134 |
1.000 |
|
| VOL |
-0.141 |
0.188 |
0.023 |
-0.160 |
0.000 |
-0.079 |
-0.093 |
-0.115 |
0.032 |
-0.187 |
1.000 |
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