How does investor sentiment affect stock market crash risk? Evidence from Asia-Pacific markets
This study aims to examine the effect of investor sentiment on stock market crash risk in the Asia–Pacific region. The research employs principal components analysis (PCA) to construct an investor sentiment index, while the Method of Moments Quantile Regression (MMQR) is used to analyze monthly data...
Saved in:
| Main Authors: | An Tuan Nguyen, Nhung Thi Nguyen |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2024-12-01
|
| Series: | Cogent Economics & Finance |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2024.2422959 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Too Sensitive to Fail: The Impact of Sentiment Connectedness on Stock Price Crash Risk
by: Jie Cao, et al.
Published: (2025-03-01) -
The Effects of Investor Sentiment on Stock Return Indices Under Changing Market Conditions: Evidence from South Africa
by: Fabian Moodley, et al.
Published: (2025-04-01) -
Causal Impact of Stock Price Crash Risk on Cost of Equity: Evidence from Chinese Markets
by: Babatounde Ifred Paterne Zonon, et al.
Published: (2025-06-01) -
Derivative Complexity and the Stock Price Crash Risk: Evidence from China
by: Willa Li, et al.
Published: (2025-06-01) -
Dynamics of Herding Behavior in Cryptocurrency Markets Amid Market Crashes
by: Patrice Racine Dıallo, et al.
Published: (2023-12-01)