The Effect Of Investor Sentiment On Stock Returns: Insight From Emerging Asian Markets
This paper investigates the link between investor sentiment and stock returns in emerging Asian markets. Two dimensions of sentiment are examined: stock specific sentiment and market wide sentiment. Using panel regression with firm fixed effects, we show that stock specific sentiment strongly and po...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Asian Academy of Management (AAM),
2017.
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Subjects: | |
Online Access: | Get fulltext |