MARC details
000 -LEADER |
fixed length control field |
01647nam a22002657a 4500 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
ZW-GwMSU |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20241125073913.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
241125b |||||||| |||| 00| 0 eng d |
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER |
International Standard Serial Number |
03128962 |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
MSU |
Language of cataloging |
English |
Transcribing agency |
MSU |
Description conventions |
rda |
050 00 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HD31 AUS |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Akhtar, Shumi |
Relator term |
author |
245 14 - TITLE STATEMENT |
Title |
The asymmetric impact of consumer sentiment announcements on Australian foreign exchange rates/ |
Statement of responsibility, etc. |
created by Shumi Akhtar, Robert Faff and Barry Oliver |
264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
Los Angeles : |
Name of producer, publisher, distributor, manufacturer |
Sage, |
Date of production, publication, distribution, manufacture, or copyright notice |
2011. |
336 ## - CONTENT TYPE |
Source |
rdacontent |
Content type term |
text |
Content type code |
txt |
337 ## - MEDIA TYPE |
Source |
rdamedia |
Media type term |
unmediated |
Media type code |
n |
338 ## - CARRIER TYPE |
Source |
rdacarrier |
Carrier type term |
volume |
Carrier type code |
nc |
440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
Title |
Australian journal of management |
Volume/sequential designation |
Volume 36, number 3 |
520 3# - SUMMARY, ETC. |
Summary, etc. |
We examine the effect of consumer sentiment announcements on changes in 13 of the more common foreign exchange rates against the Australian dollar using a consumer sentiment index (CSI). Generally, we find that the CSI possesses information that influences the foreign exchange market. However, we observe an asymmetric effect – when a lower than previous month CSI is announced, the Australian dollar experiences a significant depreciation on the announcement day, but there is no matching appreciation when positive CSI news occurs. This supports the negativity effect documented in the psychology literature and in the Australian stock market. There is no evidence that the effect is non-linear. |
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Asymmetry |
Form subdivision |
Foreign exchange markets |
General subdivision |
Investor sentiment |
Geographic subdivision |
Australia |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Faff, Robert |
Relator term |
co author |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Oliver, Barry |
Relator term |
co author |
856 ## - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
https://doi.org/10.1177/0312896211410723 |
942 ## - ADDED ENTRY ELEMENTS (KOHA) |
Source of classification or shelving scheme |
Library of Congress Classification |
Koha item type |
Journal Article |