Does Investor Sentiment Predict the Near-Term Returns of the Chinese Stock Market?

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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...

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Bibliographic Details
Main Authors:	Cheema, M., Man, Y., Szulczyk, Kenneth
Format:	Journal Article
Published:	Wiley-Blackwell Publishing Asia 2018
Online Access:	http://hdl.handle.net/20.500.11937/68985

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