Impact of investor sentiment on stock returns
Witryna12 paź 2024 · There has been growing academic attention in the past decade on investors’ sentiments and their potential impact on market performance. Investor sentiment is the expectation of market participants about the future cash flows (returns) and investment risk (De Long et al. 1990).Because traditional stock market theories … Witryna7 kwi 2024 · This study examines the impact of COVID-19 on market sentiment and the stock market’s reaction at different investors’ time horizons in India. We applied …
Impact of investor sentiment on stock returns
Did you know?
WitrynaDownloadable! This paper investigates the link between investor sentiment and stock returns in emerging Asian markets. Two dimensions of sentiment are examined: stock specific sentiment and market wide sentiment. Using panel regression with firm fixed effects, we show that stock specific sentiment strongly and positively affects stock … http://web.usm.my/journal/aamjaf/aamjaf13012024/aamjaf13012024_7.pdf
WitrynaResults revealed, investor sentiment had a significant impact on the stock returns during the covid-19 pandemic. However, interest rate and inflation had not a significant effect on the stock returns during this period. The government, financial institutions, and investors could consider the results of this study before made a decision. Witryna1 lip 2024 · Abstract. We assess the impact of investor sentiment on future stock returns in 50 global stock markets. Using the consumer confidence index (CCI) as the sentiment proxy, we document a negative ...
Witryna1 paź 2024 · The impacts of investors' sentiments on stock returns using fintech approaches 1. Introduction. Many studies have empirically demonstrated that … Witryna4 sty 2012 · This paper develops a broad-based sentiment indicator for Germany and investigates whether investor sentiment can explain stock returns on the German stock market. Based on a principal component analysis, we construct a sentiment indicator that condenses information of several well-known sentiment proxies. We …
Witryna20 lip 2024 · However, studies using the Baidu index to examine the impact of investor sentiment on the returns of epidemic stocks are still rare. Although COVID-19 has …
Witryna30 cze 2024 · TL;DR: This paper examined the relationship between investor sentiment and stock returns by employing textual analysis on social media posts, and found that investor sentiment measure has a positive and significant effect on abnormal stock returns. Abstract: The behavioral finance literature has found that investor … high river alberta canada newsWitryna1 mar 2024 · We first determine the causality in the relationship between investor sentiment and aggregate-level indicators (see Table S4, available online).Consistent … how many campuses does asu haveWitryna1 kwi 2024 · This phenomenon indicates that the spatio-temporal effect of investor sentiment on stock return volatility is more sensitive to economic than geographic … high river alberta flood 2013Witrynawhere i indexes firms, t denotes time, x is a vector of characteristics, and T is a proxy for sentiment. The coefficient a 1 picks up the generic effect of sentiment, and the … how many campuses does life church haveWitryna7 kwi 2024 · This study examines the impact of COVID-19 on market sentiment and the stock market’s reaction at different investors’ time horizons in India. We applied wavelet coherence analysis and event study methodology during waves 1 and 2 of COVID-19 on NIFTY 50 firms. The results of this study report that market-related implicit sentiment … high river alberta canada hotelsWitryna1 sty 2013 · In the present study, our goal is to test the impact of investor irrational sentiment on stock market return and volatility. Thus, we follow Baker and Wurgler (2006), Verma and Soydemir (2009) and ... how many campuses does broward college haveWitryna9 sie 2024 · Abstract. In this study, we show that corporate social responsibility (CSR) increases volatility, since it creates noise in financial markets. Some outstanding studies related to the impact of investor sentiment state that companies with higher volatility exercise lower returns following high sentiment periods. how many campuses does fanshawe have