The Validity of Investor Sentiment Proxies

The Validity of Investor Sentiment Proxies

© 2016 International Review of Finance Ltd. Behavioral finance research relies on proxies for unobservable phenomena. Different proxies for the same underlying phenomena should be correlated (formal proof of this proposition is presented in this letter). This letter examines proxies for an unobserva...

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Bibliographic Details
Main Authors: Chan, Felix, Durand, Robert, Khuu, Joyce, Smales, Lee
Format: Journal Article
Language:English
Published: WILEY 2017
Subjects:
Social Sciences
Business, Finance
Business & Economics
STOCK RETURNS
MARKET
NEWS
Online Access:http://hdl.handle.net/20.500.11937/76322

Internet

http://hdl.handle.net/20.500.11937/76322

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