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A study on the Influence of Investors’ Mood Fluctuation on Returns in Securities Market

In: Proceedings of the 2024 2nd International Conference on Economic Management, Financial Innovation and Public Service (EMFIPS 2024)

Author

Listed:
  • Yuxuan Tian

    (The Xiuwen International Academy at Jinan)

Abstract

China’s securities market is in the process of rapid expansion, but the relevant system is not mature enough. Therefore, based on the realistic background, this paper studies the relationship between investor sentiment and securities returns, which is helpful to analyze the different relationships between investor sentiment and securities indexes of different scales. it also helps to dig deep into the mechanism between the two to reasonably estimate the future development trend of the securities market, guide investors to invest more rationally, and promote the healthy development of securities trading. First of all, a compound emotion index is constructed from several single indicators, and a comprehensive index of investor sentiment suitable for the securities market is constructed, and then, it is proved that investor sentiment and securities return are cause and effect each other, and there is a two-way positive correlation. Finally, we analyze how investor sentiment affects market volatility, and the empirical results show that investor sentiment also has a magnifying effect on market volatility.

Suggested Citation

  • Yuxuan Tian, 2025. "A study on the Influence of Investors’ Mood Fluctuation on Returns in Securities Market," Advances in Economics, Business and Management Research, in: Peng Dou & Keying Zhang (ed.), Proceedings of the 2024 2nd International Conference on Economic Management, Financial Innovation and Public Service (EMFIPS 2024), pages 673-688, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-706-9_61
    DOI: 10.2991/978-94-6463-706-9_61
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