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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2020
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| Materias: | |
| 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 |