The early-warning system of stock market crises with investor sentiment: Evidence from China-Reference-Cited by-同舟云学术

The early-warning system of stock market crises with investor sentiment: Evidence from China

Published:2018-10-19 Issue:1 Volume:24 Page:361-369
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Zhang Rengui¹^ORCID,Xian Xueshen²,Fang Haowen¹

Affiliation:

1. School of Economics; Shenzhen Polytechnic; Shenzhen China

2. School of Economics and Commerce, Finance and Security Center; South China University of Technology; Guangzhou China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/ijfe.1667/fullpdf

Reference22 articles.

1. A cross sectional study of financial measures in predicting stocks' riskiness during year 2008 crash period;Bahhouth;Academy of Accounting & Financial Studies Journal,2011

2. Investor sentiment and the cross-section of stock returns;Baker;Economic Management Journal,2006

3. A model of investor sentiment;Barberis;Journal of Financial Economics,1998

4. The 1986-88 stock market: Investor sentiment or fundamentals?;Baur;Managerial & Decision Economics,2015

5. Predicting currency crises: The indicators approach and an alternative[J];Berg;Journal of International Money and Finance,1999

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