Corredor, P., Ferrer, E., Santamaria, R. (2015), The impact of investor sentiment on stock returns in emerging markets: The case of central European markets. Eastern European Economics, 53(4), 328-355.The Impact of Investor Sentiment on Stock Returns in Emerging Markets: The Case of ...
This paper constructs investor sentiment index for individual stocks according to the unique characteristic of the Chinese stock market by employing panel data. Based on that, we apply panel regression to this index to investigate the impact of investor sentiment on stock returns in the stock market...
The Impact of the Investor Sentiment Index (SMI) on the Malaysian Stock Market during the COVID 19 Pandamic doi:10.47836/ijeam.16.2.06MALAYSIACOVID-19MARKET sentimentSTOCK exchangesPRINCIPAL components analysisCOVID-19 pandemicCOVID-19 is a highly contagious viral infection that ...
Second, the impact of professional institutional investors on the crash sensitivity is influenced by stock liquidity and media sentiment: when the stock liquidity of listed companies is good or the media sentiment is strong, the negative impact of professional institutional investors on the crash ...
The Impact of Investor Sentiment on Stock Returns in Emerging Markets: The Case of Central European Markets This article studies the effect of investor sentiment on stock returns in three Central European markets: the Czech Republic, Hungary, and Poland. The resu... P Corredor,E Ferrer,R Santa...
To address such a question, we use the distributed lag model and the GARCH model to examine the impact of users’ tendencies on the volatility and returns of the Chinese stock market. The contribution of this paper exists in three aspects. First, we introduce a semi-supervised CNN-base ...
Investor AttentionBehavioral FinanceMedia sentiment has been shown to be related to stock returns. However, one prerequisite for this influence has not been taken into account yet: the question of whether investors actually pay attention to news and the related financial instruments. Within this study...
This paper argues that investor sentiment had a significant impact on firm performance during the coronavirus pandemic. Sentiments are unrelated to fundamentals but can significantly affect expectations regarding the future profitability of firms. Deteriorating sentiments (pessimism) can make stock market part...
Loughran and McDonald (2011) examine the impact of the tone of annual report on 10-K filing returns, trading volume and return volatility. Li (2006) investigates the impact of risk sentiment in annual reports on future earnings and stock returns. Li (2006) finds a negative relationship ...
摘要 Using China's stock market as the testing venue, this study examines how corporate transparency helps explain the sen... 关键词 China / corporate transparency / emerging markets / investor sentiment / stock prices 收藏 全部来源 免费下载 求助全文 国家科技图书文献中心 (权威机构) 掌桥科研 ...