Research on the Impact of Economic Policy Uncertainty and Investor Sentiment on the Growth Enterprise Market Return in China—An Empirical Study Based on TVP-SV-VAR Model

Research on the Impact of Economic Policy Uncertainty and Investor Sentiment on the Growth Enterprise Market Return in China—An Empirical Study Based on TVP-SV-VAR Model

This study employs the economic policy uncertainty index to gauge the level of economic policy uncertainty in China. Utilizing textual data from the growth enterprise market internet community, we construct the growth enterprise market investor sentiment index by applying the deep learning ERNIE (En...

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Bibliographic Details
Main Authors: Junxiao Gui, Nathee Naktnasukanjn, Xi Yu, Siva Shankar Ramasamy
Format: Article
Language:English
Published: MDPI AG 2024-10-01
Series:International Journal of Financial Studies
Subjects:
economic policy uncertainty
investor sentiment
growth enterprises market
TVP-SV-VAR model
Online Access:https://www.mdpi.com/2227-7072/12/4/108
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