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题名: Investor sentiment in the Chinese stock market: an empirical analysis
作者: Chi LX(池丽旭) ; Zhuang XT(庄新田) ; Song DL(宋大雷)
作者部门: 机器人学研究室
关键词: investor sentiment ; stock market ; volatility ; stock returns
刊名: APPLIED ECONOMICS LETTERS
ISSN号: 1350-4851
出版日期: 2012
卷号: 19, 期号:4, 页码:345-348
收录类别: SSCI
产权排序: 3
摘要: This article focuses on investor sentiment and its relationships to stock returns and volatility in the Chinese stock market. By using mutual fund flows as a substitute for investor sentiment for different stocks, this study finds that investor sentiment has a tremendous impact on stock returns in the Chinese stock market. However, some of our results are inconsistent with previous research. Since the Chinese stock market is still an emerging capital market, one explanation for the inconsistency is that investor sentiment has comparatively stronger impact on stock returns in China.
语种: 英语
WOS记录号: WOS:000301655600007
WOS标题词: Social Sciences
类目[WOS]: Economics
关键词[WOS]: BEHAVIOR ; MONEY
研究领域[WOS]: Business & Economics
Citation statistics:
内容类型: 期刊论文
URI标识: http://ir.sia.cn/handle/173321/16467
Appears in Collections:机器人学研究室_期刊论文

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