Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective

Author:

Chen Xinxin,Guo Yanhong,Song Yingying

Funder

Social Science Foundation of Liaoning Province

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference71 articles.

1. Margin regulation and market quality: A microstructure analysis;Alexander;Journal of Corporate Finance,2004

2. Arbitrage, short sales, and financial innovation;Allen;Econometrica,1991

3. Does investor sentiment influence stock price crash risk? Evidence from Saudi Arabia;Alnafea;The Journal of Asian Finance, Economics and Business,2022

4. Dynamic relations between housing markets, stock markets, and uncertainty in global cities: A time-frequency approach;Alqaralleh;The North American Journal of Economics and Finance,2023

5. Is all that talk just noise? The information content of internet stock message boards;Antweiler;The Journal of Finance,2004

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