Investor Sentiment and Stock Price Crash Risk in the Chinese Stock Market

This paper uses the partial least squares method to construct the investor sentiment index in Chinese stock market. The Shanghai Stock Exchange 180 Index and the Shenzhen Stock Exchange 100 Index are used as samples. From the perspectives of holistic sentiment and heterogeneous sentiment, this paper...

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Bibliographic Details
Main Authors: Binghui Wu, Yuanman Cai, Mengjiao Zhang
Format: Article
Language:English
Published: Wiley 2021-01-01
Series:Journal of Mathematics
Online Access:http://dx.doi.org/10.1155/2021/6806304
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