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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| 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: | |
| Online Access: | https://www.mdpi.com/2227-7072/12/4/108 |
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