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A principal-component approach to measuring investor sentiment

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  • Haiqiang Chen
  • Terence Tai-Leung Chong
  • Xin Duan

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  • Haiqiang Chen & Terence Tai-Leung Chong & Xin Duan, 2010. "A principal-component approach to measuring investor sentiment," Quantitative Finance, Taylor & Francis Journals, vol. 10(4), pages 339-347.
    • Handle: RePEc:taf:quantf:v:10:y:2010:i:4:p:339-347
    DOI: 10.1080/14697680903193389
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    References listed on IDEAS

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    1. Lily Qiu & Ivo Welch, 2004. "Investor Sentiment Measures," NBER Working Papers 10794, National Bureau of Economic Research, Inc.
    2. 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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