A principal-component approach to measuring investor sentiment
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References listed on IDEAS
- Lily Qiu & Ivo Welch, 2004. "Investor Sentiment Measures," NBER Working Papers 10794, National Bureau of Economic Research, Inc.
- Maria Ward Otoo, 1999. "Consumer sentiment and the stock market," Finance and Economics Discussion Series 1999-60, Board of Governors of the Federal Reserve System (U.S.).
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- repec:wyi:journl:002214 is not listed on IDEAS
- Keiber, Karl Ludwig & Samyschew, Helene, 2017. "The world price of sentiment risk," Global Finance Journal, Elsevier, vol. 32(C), pages 62-82.
- Terence Tai-Leung Chong & Wing-Kam Ng & Venus Khim-Sen Liew, 2014.
"Revisiting the Performance of MACD and RSI Oscillators,"
Journal of Risk and Financial Management,
MDPI, Open Access Journal, vol. 7(1), pages 1-12, February.
- Chong, Terence Tai-Leung & Ng, Wing-Kam & Liew, Venus Khim-Sen, 2014. "Revisiting the Performance of MACD and RSI Oscillators," MPRA Paper 54149, University Library of Munich, Germany.
- Haiqiang Chen & Terence Tai Leung Chong & Yingni She, 2014.
"A principal component approach to measuring investor sentiment in China,"
Taylor & Francis Journals, vol. 14(4), pages 573-579, April.
- Chen, Haiqiang & Chong, Terence Tai Leung & She, Yingni, 2013. "A Principal Component Approach to Measuring Investor Sentiment in China," MPRA Paper 54150, University Library of Munich, Germany.
- Yang, Chunpeng & Zhou, Liyun, 2015. "Investor trading behavior, investor sentiment and asset prices," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 42-62.
- Chong, Terence Tai-Leung & Cao, Bingqing & Wong, Wing Keung, 2017. "A Principal Component Approach to Measuring Investor Sentiment in Hong Kong," MPRA Paper 77147, University Library of Munich, Germany.
- Yanhui Chen & Kin Lai & Jiangze Du, 2014. "Modeling and forecasting Hang Seng index volatility with day-of-week effect, spillover effect based on ARIMA and HAR," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(2), pages 113-132, December.
- Yang, Chunpeng & Zhou, Liyun, 2016. "Individual stock crowded trades, individual stock investor sentiment and excess returns," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 39-53.
- Yawen Hudson & Christopher J. Green, 2013. "Born in the USA? Contagious investor sentiment and UK equity returns," Discussion Paper Series 2013_13, Department of Economics, Loughborough University, revised Nov 2013.
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