Googling Investor Sentiment around the World
Publication in refereed journal
已正式接受出版

香港中文大學研究人員
替代計量分析
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其它資訊
摘要We study how investor sentiment affects stock prices around the world. Relying on households’ Google search behavior, we construct a weekly measure of sentiment for 38 countries during 2004–2014. We validate the sentiment index in tests using sports outcomes and show that the sentiment measure is a contrarian predictor of country-level market returns. Furthermore, we document an important role of global sentiment in stock markets.
出版社接受日期11.01.2019
著者Zhenyu Gao, Haohan Ren, Bohui Zhang
期刊名稱Journal of Financial and Quantitative Analysis
出版年份2019
國際標準期刊號0022-1090
電子國際標準期刊號1756-6916
語言美式英語

上次更新時間 2021-09-05 於 01:28