The Impact of Investor Sentiment on Abnormal Returns and Abnormal Volumes - The Study of ESG Event

Author:

Tsaia Yung-Shun,Tzang Shyh-Weir,Chang Chun-Ping,Chuang Ruei-Tsz

Publisher

Springer Nature Switzerland

Reference45 articles.

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2. Gu, J.: An empirical study on factors influencing the psychological emotions of investors in Taiwan’s stock market. Master’s thesis, Department of Finance, Chaoyang University of Science and Technology (2003)

3. Lin, J.: Application of sentiment indicators in futures markets - taking Nikkei 225 index futures as an example. Master’s thesis, Department of Finance, Ming Chuan University (2003)

4. Zhou, B., Zhang, Y., Lin, M.: The interactive relationship between investor sentiment and stock returns. Secur. Mark. Dev. Q. 19(2), 153–190 (2007)

5. Chen, D.: Research on market sentiment and stock returns. Master’s thesis, Department of International Trade, National Chengchi University (2001)

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