Does Investor Sentiment Predict the Near-Term Returns of the Chinese Stock Market?
© 2018 International Review of Finance Ltd. Recent evidence on the relationship between investor sentiment and subsequent monthly market returns in China shows that investor sentiment is a reliable momentum predictor since an increase (decrease) in investor sentiment leads to higher (lower) future r...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Wiley-Blackwell Publishing Asia
2018
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| Online Access: | http://hdl.handle.net/20.500.11937/68985 |