Investor sentiment in the Chinese stock market: an empirical analysis
文献类型：期刊论文
| 作者 | 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)
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| 刊名 | APPLIED ECONOMICS LETTERS
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| 出版日期 | 2012 |
| 卷号 | 19期号:4页码:345-348 |
| 关键词 | investor sentiment stock market volatility stock returns |
| ISSN号 | 1350-4851 |
| 产权排序 | 3 |
| 中文摘要 | This 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. |
| WOS标题词 | Social Sciences |
| 类目[WOS] | Economics |
| 研究领域[WOS] | Business & Economics |
| 关键词[WOS] | BEHAVIOR ; MONEY |
| 收录类别 | SSCI |
| 语种 | 英语 |
| WOS记录号 | WOS:000301655600007 |
| 源URL | [http://ir.sia.cn/handle/173321/16467]  |
| 专题 | 沈阳自动化研究所_机器人学研究室 |
| 推荐引用方式 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. |
入库方式： OAI收割
来源：沈阳自动化研究所
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