Three Essays on Investor Sentiment and Stock Returns

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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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Bibliographic Details
Main Author:	Khuu, Joyce
Format:	Thesis
Published:	Curtin University 2018
Online Access:	http://hdl.handle.net/20.500.11937/68413

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