Investor Sentiment, Stock Returns, and Volatility in China's A-share Market

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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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Bibliographic Details
Main Author:	Wang, Jiaying
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2021
Online Access:	https://eprints.nottingham.ac.uk/66530/

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