The development of composite sentiment index in Indonesia based on the internet-available data

The development of internet technology raises new sentiment measures used to predict stock market return. This raises a new problem because we must choose carefully which sentiment measures to be used to predict stock market return because various correlations and limitations of these different data...

Full description

Bibliographic Details
Main Authors: A. Rizkiana, H. Sari, P. Hardjomidjojo, B. Prihartono
Format: Article
Language:English
Published: Taylor & Francis Group 2019-01-01
Series:Cogent Economics & Finance
Subjects:
Online Access:http://dx.doi.org/10.1080/23322039.2019.1669399