Construction of Chinese Stock Investor Sentiment Index

Author:

Zhao Ying

Funder

AEIC Academic Exchange Information Centre

Publisher

Atlantis Press International BV

Reference15 articles.

1. Yu X Y. The Construction and empirical Research of the Stock Market Investor Sentiment Index in China [D]. Henan University of Economics and Law, 2020.

2. Freybote J, Seagraves P. The Impact of Investor Sentiment on Commercial Real Estate Market Liquidity[J].Journal of Real Estate Research, 2018, 40(4):597–627.

3. river source. Construction and Effectiveness Test of Investor sentiment Index in China [J]. Market Research, 2020 (02): 17–19.

4. He L T, Casey K M. Improvements in forecasting of bank stock excess returns using the investor sentiment endurance index: a comparison with CAPM and Fama-French models [J]. International Journal of Financial Markets & Derivatives, 2018, 6(3):210–224.

5. Zhang Z C, concubine Liu Yuchen. Construction and Effectiveness Test of Investor sentiment Index in China [J]. Business Economy Research, 2018 (07): 156–158.

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