Ditemukan 1 dokumen yang sesuai dengan query
Vuong, Ngoc
"
Using investor sentiment created from the first principal component of consumer confidence index, advance/decline ratio, and volatility premium, the paper examines its connection with future stock returns in six Asia-Pacific markets during the period from January 2004 to December 2016. The empirical results suggest that market sentiment can be a valid predictor of stock returns in short-term horizons. Additionally, by decomposing total sentiment in each market into regional and local indices, we find that the ...
"
Amsterdam: Elsevier, 2020
658.15 BIR 20:2 (2020)
Artikel Jurnal Universitas Indonesia Library
