Impact of financial development on sentiment-return relationship: Insight from Asia-Pacific markets11 This research did not receive any specific grant from funding agencies in the public, commercial, or not-for-profit sectors.
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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-06-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845020300041 |