The impact of investor sentiment on excess returns: A taiwan stock market case

被引:0
|
作者
Chuang, Wu-Jen [1 ]
Ouyang, Liang-Yuh [2 ]
Lo, Wen-Chen [3 ]
机构
[1] Department of Banking and Finance, Tamkang University, China
[2] Department of Management Sciences and Decision Making, Tamkang University, China
[3] Graduate Institute of Management Sciences, Tamkang University, China
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:13 / 28
相关论文
共 50 条
  • [1] Investor sentiment and excess returns-empirical evidences from Taiwan stock market
    Lo, WC
    Lin, KJ
    [J]. Proceedings of the 8th Joint Conference on Information Sciences, Vols 1-3, 2005, : 1130 - 1132
  • [2] Stock market volatility, excess returns, and the role of investor sentiment
    Lee, WY
    Jiang, CX
    Indro, DC
    [J]. JOURNAL OF BANKING & FINANCE, 2002, 26 (12) : 2277 - 2299
  • [3] Investor SAD Sentiment and Stock Returns in Taiwan
    Wang, Ching-Ping
    Huang, Hung-Hsi
    Chen, Yong-Wei
    [J]. EMERGING MARKETS FINANCE AND TRADE, 2012, 48 : 40 - 57
  • [4] Impact of Investor Sentiment on Stock Returns*
    Kim, Youngkwang
    Lee, Kaun Y.
    [J]. ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES, 2022, 51 (01) : 132 - 162
  • [5] Overnight returns and investor sentiment: Further evidence from the Taiwan stock market
    Zhang, Hang
    Tsai, Wei-Che
    Weng, Pei-Shih
    Tsai, Pin-Chieh
    [J]. PACIFIC-BASIN FINANCE JOURNAL, 2023, 80
  • [6] The importance of fear: investor sentiment and stock market returns
    Smales, L. A.
    [J]. APPLIED ECONOMICS, 2017, 49 (34) : 3395 - 3421
  • [7] The Impact of Investor Sentiment on Stock Market
    Fan, Yang Yu
    Hong, Liu De
    [J]. PROCEEDINGS OF THE 2017 3RD INTERNATIONAL CONFERENCE ON HUMANITIES AND SOCIAL SCIENCE RESEARCH (ICHSSR 2017), 2017, 121 : 506 - 509
  • [8] Do Domestic Sentiment and the Spillover of US Investor Sentiment Impact Mexican Stock Market Returns?
    Perez-Liston, Daniel
    Huerta-Sanchez, Daniel
    Gutierrez, Juan
    [J]. JOURNAL OF EMERGING MARKET FINANCE, 2018, 17 : S185 - S212
  • [9] Investor sentiment, optimism and excess stock market returns. Evidence from emerging markets
    Daszynska-Zygadlo, Karolina
    Szpulak, Aleksandra
    Szyszka, Adam
    [J]. BUSINESS AND ECONOMIC HORIZONS, 2014, 10 (04) : 362 - 373
  • [10] The Impact of Personal and Institutional Investor Sentiment on Stock Returns under the Chinese Stock Market Crash
    Wang, Kexuan
    [J]. PROCEEDINGS OF THE 2017 INTERNATIONAL CONFERENCE ON ECONOMICS, FINANCE AND STATISTICS (ICEFS 2017), 2017, 26 : 162 - 167