The Association Between Investor Sentiment and Returns of Chinese Stock Market Under Different Market States

The dynamic relationship between investor sentiment and stock returns in Chinese market is examined in this study and compared under two different market states, bull market and bear market. Applying principal component analysis, this paper extracts principal components from different market indicat...

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Bibliographic Details
Published in:SHS Web of Conferences
Main Author: Ai Zhuyao
Format: Article
Language:English
Published: EDP Sciences 2025-01-01
Online Access:https://www.shs-conferences.org/articles/shsconf/pdf/2025/09/shsconf_icdde2025_02008.pdf