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Cogent Economics & Finance Volume 5, 2017 - Issue 1
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Research Article

On the construction of Chinese stock market investor sentiment index

Gang HeGlorious Sun School of Business and Management, Donghua University, Shanghai20051,China;Shanghai Ocean University, Shanghai, 201306, ChinaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-2374-2309View further author information
ORCID Icon,
Shuzhen ZhuGlorious Sun School of Business and Management, Donghua University, Shanghai20051,ChinaView further author information
&
Haifeng GuGlorious Sun School of Business and Management, Donghua University, Shanghai20051,ChinaView further author information
|
David McMillanUniversity of Stirling, UKView further author information
(Reviewing Editor)
Article: 1412230 | Received 24 Aug 2017, Accepted 10 Nov 2017, Published online: 08 Jan 2018

Citations (8)

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Read on this site (2)

Van Hai Hoang. (2022) Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market. Cogent Economics & Finance 10:1.
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Pedro Manuel Nogueira Reis & Carlos Pinho. (2021) A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. Journal of Behavioral Finance 22:4, pages 420-442.
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Articles from other publishers (6)

Loan Thi-Hong Van, Nhan Thien Nguyen, Hung Le-Phuc Nguyen & Duc Hong Vo. (2022) The asymmetric effects of institutional quality on financial inclusion in the Asia-pacific region. Heliyon 8:12, pages e12016.
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Hang Zhang & Evangelos Giouvris. (2022) Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021). Journal of Risk and Financial Management 15:3, pages 134.
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Duc H. Vo & Nhan T. Nguyen. (2021) Does financial inclusion improve bank performance in the Asian region?. Asian-Pacific Economic Literature 35:2, pages 123-135.
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Duc Hong Vo, Nhan Thien Nguyen, Anh The Vo, Chi Minh Ho & Thang Cong Nguyen. (2021) Does the Kuznets curve apply for financial development and environmental degradation in the Asia-Pacific region?. Heliyon 7:4, pages e06708.
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Pedro Manuel Nogueira Reis & Carlos Pinho. (2021) A dynamic factor model applied to investor sentiment in the European context. Investment Management and Financial Innovations 18:1, pages 299-314.
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Pedro Manuel Nogueira Reis & Carlos Pinho. (2020) A new European investor sentiment index (EURsent) and its return and volatility predictability. Journal of Behavioral and Experimental Finance 27, pages 100373.
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