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Investor sentiment in the Chinese stock market: an empirical analysis
Chi LX(池丽旭); Zhuang XT(庄新田); Song DL(宋大雷); Chi LX(池丽旭); Zhuang XT(庄新田); Song DL(宋大雷)
Department机器人学研究室
Source PublicationAPPLIED ECONOMICS LETTERS
ISSN1350-4851
2012
Volume19Issue:4Pages:345-348
Indexed BySSCI
WOS IDWOS:000301655600007
Contribution Rank3
KeywordInvestor Sentiment Stock Market Volatility Stock Returns
AbstractThis 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.
Language英语
WOS HeadingsSocial Sciences
WOS SubjectEconomics
WOS KeywordBEHAVIOR ; MONEY
WOS Research AreaBusiness & Economics
Citation statistics
Cited Times:16[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.sia.cn/handle/173321/16467
Collection机器人学研究室
Affiliation1.College of Economics & Management, Shenyang Agricultural University , Shenyang City, Liao Ning, 110866, PR China
2.School of Business Administration, Northeastern University , Shenyang City, Liao Ning, 110004, PR China
3.Shenyang Institute of Automation, Chinese Academy of Sciences , Shenyang City, Liao Ning, 110016, PR China
Recommended Citation
GB/T 7714
Chi LX,Zhuang XT,Song DL,et al. Investor sentiment in the Chinese stock market: an empirical analysis[J]. APPLIED ECONOMICS LETTERS,2012,19(4):345-348.
APA Chi LX,Zhuang XT,Song DL,Chi LX,Zhuang XT,&Song DL.(2012).Investor sentiment in the Chinese stock market: an empirical analysis.APPLIED ECONOMICS LETTERS,19(4),345-348.
MLA Chi LX,et al."Investor sentiment in the Chinese stock market: an empirical analysis".APPLIED ECONOMICS LETTERS 19.4(2012):345-348.
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