A principal-component approach to measuring investor sentiment

被引：62
|
作者：
Chen, Haiqiang [2 ]
Chong, Terence Tai-Leung [1 ]
Duan, Xin [1 ]
机构：
[1] Chinese Univ Hong Kong, Dept Econ, Shatin, Hong Kong, Peoples R China
[2] Cornell Univ, Dept Econ, Ithaca, NY 14853 USA
来源：
QUANTITATIVE FINANCE | 2010年 / 10卷 / 04期
关键词：
BEAR MARKETS; RETURNS; BULL; PRICES; SALES;
D O I：
10.1080/14697680903193389
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：339 / 347
页数：9
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