Investor Sentiment and Stock Index Returns:  the Case of Saudi Stock Exchange (Tadawul)

Alrabiah, Abdulrahman

doi:10.18374/jife-19-2.2

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Selection and Processing Of Index Data1

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2022

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“…The data of this article are from Oriental Fortune network and China Securities Registration Corporation data Center [9]. The latest authoritative monthly monthly data for the five years from February 2016 to January 2021 is the weighted average of each stock, and the p/E ratio adopts the static weighted average p/E ratio.…”

Section: Selection and Processing Of Index Datamentioning

confidence: 99%

Construction of Chinese Stock Investor Sentiment Index

Zhao¹

2022

Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022)

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Based on some data of the CSI 300 index, this paper uses the principal component analysis (PCA) to build the investor sentiment index, and then discusses the feasibility of constructing the investor sentiment index. It aims to build an investor sentiment index that matches the Chinese market, understand the psychological characteristics of investors, predict their expectations, and formulate effective regulatory policies.

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Section: Selection and Processing Of Index Datamentioning

confidence: 99%

Construction of Chinese Stock Investor Sentiment Index

Zhao¹

2022

Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022)

View full text Add to dashboard Cite

show abstract

Investor Sentiment and Stock Index Returns: the Case of Saudi Stock Exchange (Tadawul)

Cited by 1 publication

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Construction of Chinese Stock Investor Sentiment Index

Construction of Chinese Stock Investor Sentiment Index

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