Modeling a bi-directional sentiment-return relationship: Evidence from the Indian market

In the last two decades, the subject of investor sentiment has attracted the attention of researchers across the globe. This study attempts to examine the bi-directional relationship between investor sentiment and stock market returns in the Indian market by focusing on both contemporaneous and lagg...

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Bibliographic Details
Main Authors: Ajit Yadav, Anindita Chakraborty, Vijaya
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2022-10-01
Series:Investment Management & Financial Innovations
Subjects:
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/17228/IMFI_2022_04_Yadav.pdf