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...
Saved in:
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
How does investor sentiment affect stock market crash risk? Evidence from Asia-Pacific markets
by: An Tuan Nguyen, et al.
Published: (2024-12-01) -
The Impact of Investor Sentiment on Direction of Stock Price Changes: Evidence from the Polish Stock Market
by: Kamil Polak
Published: (2021-12-01) -
A PLS Approach to Measuring Investor Sentiment in Chinese Stock Market
by: Gang He, et al.
Published: (2017-01-01) -
Cross-sectional anomalies and conditional asset pricing models based on investor sentiment: evidence from the Chinese stock market
by: Zhong‑Qiang Zhou, et al.
Published: (2025-04-01) -
Too Sensitive to Fail: The Impact of Sentiment Connectedness on Stock Price Crash Risk
by: Jie Cao, et al.
Published: (2025-03-01)