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Vuong, Ngoc, author
Using investor sentiment created from the first principal component of consumer confidence index, advance/decline ratio, and volatility premium, the paper examines its connection with future stock returns in six Asia-Pacific markets during the period from January 2004 to December 2016. The empirical results suggest that market sentiment can be a...
Amsterdam: Elsevier, 2020
658.15 BIR 20:2 (2020)
Artikel Jurnal Universitas Indonesia Library
