A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China

Investor sentiment is a research focus in behavior finance. This paper chooses five proxy variables according to China’s reality and uses a two-step principal component analysis to construct an investor sentiment index. The five proxy variables are the number of new stock accounts, turnover ratio, m...

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Detalles Bibliográficos
Autores principales: Chen, Yanhui, Zhao, Hanhui, Li, Ziyu, Lu, Jinrong
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7717912/
https://www.ncbi.nlm.nih.gov/pubmed/33275622
http://dx.doi.org/10.1371/journal.pone.0243080

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7717912/
https://www.ncbi.nlm.nih.gov/pubmed/33275622
http://dx.doi.org/10.1371/journal.pone.0243080

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