Does Fear has Stronger Impact than Confidence on Stock Returns? The Case of Asia-Pacific Developed Markets

Does Fear has Stronger Impact than Confidence on Stock Returns? The Case of Asia-Pacific Developed Markets

Employing data from Australia, Hong Kong, and Japan over the period between January 2004 to December 2017, this study investigates the relationship between investor sentiment and stock returns.  We analyze two reversed sentiment indicators, namely Consumer Confidence Index (CCI) and Volatility Index...

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Bibliographic Details
Main Authors: Ngoc Bao Vuong, Yoshihisa Suzuki
Format: Article
Language:English
Published: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2020-06-01
Series:Scientific Annals of Economics and Business
Subjects:
investor sentiment
stock returns
consumer confidence index
volatility index.
Online Access:http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1193

Internet

http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1193

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