Investor Sentiment, Stock Returns, and Volatility in China's A-share Market
Between January 2011 and April 2021, we investigate whether investor sentiment can influence stock returns and volatility in the Chinese A-share market. We also analyse the impact of rational and irrational sentiment on the stock market and the strength of the impact separately. This study uses fiv...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2021
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| Online Access: | https://eprints.nottingham.ac.uk/66530/ |