Three Essays on Investor Sentiment and Stock Returns
Sentiment may influence investor behaviour in a quasi-rational manner and as a result, stock returns. I explore the relationship between investor sentiment and stock returns using a text-based measure of sentiment derived from Thomson Reuters News Analytics. Using a sample set of multiple countries,...
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| Format: | Thesis |
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Curtin University
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/68413 |
| _version_ | 1848761797726699520 |
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| author | Khuu, Joyce |
| author_facet | Khuu, Joyce |
| author_sort | Khuu, Joyce |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | Sentiment may influence investor behaviour in a quasi-rational manner and as a result, stock returns. I explore the relationship between investor sentiment and stock returns using a text-based measure of sentiment derived from Thomson Reuters News Analytics. Using a sample set of multiple countries, I find a positive relationship between stock returns and sentiment. Size of a firm is a determining feature of stocks influenced by sentiment. Smaller stocks are most influenced by sentiment. |
| first_indexed | 2025-11-14T10:37:23Z |
| format | Thesis |
| id | curtin-20.500.11937-68413 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T10:37:23Z |
| publishDate | 2018 |
| publisher | Curtin University |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-684132018-07-19T05:50:56Z Three Essays on Investor Sentiment and Stock Returns Khuu, Joyce Sentiment may influence investor behaviour in a quasi-rational manner and as a result, stock returns. I explore the relationship between investor sentiment and stock returns using a text-based measure of sentiment derived from Thomson Reuters News Analytics. Using a sample set of multiple countries, I find a positive relationship between stock returns and sentiment. Size of a firm is a determining feature of stocks influenced by sentiment. Smaller stocks are most influenced by sentiment. 2018 Thesis http://hdl.handle.net/20.500.11937/68413 Curtin University fulltext |
| spellingShingle | Khuu, Joyce Three Essays on Investor Sentiment and Stock Returns |
| title | Three Essays on Investor Sentiment and Stock Returns |
| title_full | Three Essays on Investor Sentiment and Stock Returns |
| title_fullStr | Three Essays on Investor Sentiment and Stock Returns |
| title_full_unstemmed | Three Essays on Investor Sentiment and Stock Returns |
| title_short | Three Essays on Investor Sentiment and Stock Returns |
| title_sort | three essays on investor sentiment and stock returns |
| url | http://hdl.handle.net/20.500.11937/68413 |