International Journal of Finance and Banking Research

Volume 5, Issue 1, February 2019

  • A New Investor Sentiment Index Model and Its Application in Stock Price Prediction and Systematic Risk Estimation of Bull and Bear Market

    Qiansheng Zhang, Sichuang Hu, Libo Chen, Ruixi Lin, Wan Zhang, Ruiying Shi

    Issue: Volume 5, Issue 1, February 2019
    Pages: 1-8
    Received: Oct. 04, 2018
    Accepted: Dec. 17, 2018
    Published: Mar. 15, 2019
    Abstract: Many studies in recent years have shown that investor sentiment affects investor decision-making, which in turn affects stock market volatility and the direction of stock market prices. Since behavioral finance researchers find that linear combinations of stock turnover and popularity indices can greatly reflect stock investor sentiment, this paper... Show More