The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility

Based on the DSSW model, we analyze the nonlinear impact mechanism of investor sentiment on stock return and volatility by adjusting its hypothesis in Chinese stock market. We examine the relationship between investor sentiment, stock return, and volatility by applying OLS regression and quantile re...

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Main Authors: Gang He, Shuzhen Zhu, Haifeng Gu
Format: Article
Language:English
Published: Wiley 2020-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2020/5454625
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author Gang He
Shuzhen Zhu
Haifeng Gu
author_facet Gang He
Shuzhen Zhu
Haifeng Gu
author_sort Gang He
collection DOAJ
description Based on the DSSW model, we analyze the nonlinear impact mechanism of investor sentiment on stock return and volatility by adjusting its hypothesis in Chinese stock market. We examine the relationship between investor sentiment, stock return, and volatility by applying OLS regression and quantile regression. Our empirical results show that the effects of investor sentiment on stock market return are asymmetric. There is “Freedman effect” in Chinese stock market, but only optimistic sentiment has a significant nonlinear impact on stock market returns when the stock market is a balanced market or a bear market. Meanwhile, “create the space effect” does exist in Chinese stock market too. It only exists when the market is in equilibrium, and only pessimistic sentiment has the nonlinear effect on stock market volatility.
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institution Kabale University
issn 1026-0226
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language English
publishDate 2020-01-01
publisher Wiley
record_format Article
series Discrete Dynamics in Nature and Society
spelling doaj-art-05bdf32d5ecf4b878a6d113bd30a5a2f2025-08-20T03:54:16ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2020-01-01202010.1155/2020/54546255454625The Nonlinear Relationship between Investor Sentiment, Stock Return, and VolatilityGang He0Shuzhen Zhu1Haifeng Gu2Shanghai LiXin University of Accounting and Finance, Shanghai 201209, ChinaGlorious Sun School of Business and Management, Donghua University, Shanghai 20051, ChinaGlorious Sun School of Business and Management, Donghua University, Shanghai 20051, ChinaBased on the DSSW model, we analyze the nonlinear impact mechanism of investor sentiment on stock return and volatility by adjusting its hypothesis in Chinese stock market. We examine the relationship between investor sentiment, stock return, and volatility by applying OLS regression and quantile regression. Our empirical results show that the effects of investor sentiment on stock market return are asymmetric. There is “Freedman effect” in Chinese stock market, but only optimistic sentiment has a significant nonlinear impact on stock market returns when the stock market is a balanced market or a bear market. Meanwhile, “create the space effect” does exist in Chinese stock market too. It only exists when the market is in equilibrium, and only pessimistic sentiment has the nonlinear effect on stock market volatility.http://dx.doi.org/10.1155/2020/5454625
spellingShingle Gang He
Shuzhen Zhu
Haifeng Gu
The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
Discrete Dynamics in Nature and Society
title The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
title_full The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
title_fullStr The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
title_full_unstemmed The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
title_short The Nonlinear Relationship between Investor Sentiment, Stock Return, and Volatility
title_sort nonlinear relationship between investor sentiment stock return and volatility
url http://dx.doi.org/10.1155/2020/5454625
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AT shuzhenzhu thenonlinearrelationshipbetweeninvestorsentimentstockreturnandvolatility
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