Results 31 to 40 of about 2,202 (257)
The development of composite sentiment index in Indonesia based on the internet-available data
Cogent Economics & Finance, 2019 The development of internet technology raises new sentiment measures used to predict stock market return. This raises a new problem because we must choose carefully which sentiment measures to be used to predict stock market return because various ...
A. Rizkiana +3 more
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Investor Sentiment Index and Option Price Volatility Based on MIDAS Model: Evidence from China [PDF]
SHS Web of Conferences, 2021 The paper selects the transaction data of the option market and network data from June 1, 2015 to February 2, 2018. The principal component analysis is adopted to construct investor sentiment index.
Xiao Haiyan, Hao Yingxin, Wu Sirong
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The Interactive Effect of lawsuits and Investor Sentiment on Accounting Conservatism [PDF]
فصلنامه بورس اوراق بهادار, 2021 Objective: Inappropriate response of executives to investor sentiment can lead to litigation and misallocation of funds, for this reason, companies set up conservative accounting in response to investor sentiment.
masoud taherinia +2 more
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Relative Investor Sentiment Measurement
SSRN Electronic Journal, 2022 This paper proposes a new metric to gauge investor sentiment using a relative valuation method. We combine investor behavioral finance traits and option-implied standard deviations under both the real-world probability (P) valued most in the view of uninformed investors and the risk-neutral space (Q) adopted when there exists no cognitive error.
Gao, Xiang +3 more
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Environmental Regulation, Sentiment, and Eco-Innovation: Evidence From China
Frontiers in Environmental Science, 2022 This study aims to shed light on the effects of environmental regulation on China’s eco-innovation driven by investor sentiment and public sentiment from 2003 to 2017.
Yunpeng Sun +3 more
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On the construction of Chinese stock market investor sentiment index
Cogent Economics & Finance, 2017 Measuring investor sentiment has become one of the most widely examined areas in behavioral finance. For the purpose of measuring investor sentiment more accurately, we classify the investor sentiment proxy into six market dimensions for the first time ...
Gang He, Shuzhen Zhu, Haifeng Gu
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Do investor sentiments drive cryptocurrency prices?
Economics Letters, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Erdinc Akyildirim +3 more
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Investor Sentiment and Employment [PDF]
SSRN Electronic Journal, 2014 We develop a multi-country model with moral hazard and noise traders and show that investor sentiment should affect employment growth both domestically and abroad. Using a large sample of international industry-level data, we find strong support for the model’s predictions. We show that U.S.
Maurizio Montone, Remco C. J. Zwinkels
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Investor Sentiment and Stock Price Crash Risk in the Chinese Stock Market
Journal of Mathematics, 2021 This paper uses the partial least squares method to construct the investor sentiment index in Chinese stock market. The Shanghai Stock Exchange 180 Index and the Shenzhen Stock Exchange 100 Index are used as samples.
Binghui Wu, Yuanman Cai, Mengjiao Zhang
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Global, Local, and Contagious Investor Sentiment [PDF]
Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers, 2009 We construct investor sentiment indices for six major stock markets and decompose them into one global and six local indices. In a validation test, we find that relative sentiment is correlated with the relative prices of dual-listed companies. Global sentiment is a contrarian predictor of country-level returns.
Baker, Malcolm +2 more
openaire +3 more sources