INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND
This! thesis! is! investigating! the! effect! of! investor! sentiment! on! the! U.S.! domestic! equity! fund! returns! during! economic! expansion! and! economic! recession.! Seven! fund! classifications! are! taken! as! samples,! and! the! investigation! period! starts! from! January! 2000! to! Dec...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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| _version_ | 1826047472510697472 |
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| author | , Wirawan Sasongko , Prof. Dr. Basu Swastha Dharmmesta, MBA. |
| author_facet | , Wirawan Sasongko , Prof. Dr. Basu Swastha Dharmmesta, MBA. |
| author_sort | , Wirawan Sasongko |
| collection | UGM |
| description | This! thesis! is! investigating! the! effect! of! investor! sentiment! on! the! U.S.!
domestic! equity! fund! returns! during! economic! expansion! and! economic!
recession.! Seven! fund! classifications! are! taken! as! samples,! and! the!
investigation! period! starts! from! January! 2000! to! December! 2010.! The! U.S!
state!of! economy! is!based!on! the!period! set!by!NBER!business! cycle,!while!
investor! sentiment! is! proxy! by! the! changes! in! the! University! of! Michigan!
Consumer!sentiment!index!and!the!changes!in!Baker!and!Wurgler!sentiment!
index.!This!thesis!finds!that!investor!sentiments!are!affecting!the!time!series!
of!cross!section!returns!of!the!U.S.!domestic!equity!fund!during!the!economic!
expansion!and!recessions.!In!particular,!in!economic!expansion!and!recession!
both! sentiment! indexes!display! their! significant!on!two! fund!classifications:!
midScap!growth!funds! (MCGE)!and! smallScap! value! funds! (SCVE).!However,!
the! important! note! to! this! finding! is! that! both! sentiment! indexes! have! an!
opposite!relation!to!those!two!funds.! |
| first_indexed | 2024-03-13T23:11:25Z |
| format | Thesis |
| id | oai:generic.eprints.org:125681 |
| institution | Universiti Gadjah Mada |
| last_indexed | 2024-03-13T23:11:25Z |
| publishDate | 2013 |
| publisher | [Yogyakarta] : Universitas Gadjah Mada |
| record_format | dspace |
| spelling | oai:generic.eprints.org:1256812016-03-04T08:44:30Z https://repository.ugm.ac.id/125681/ INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND , Wirawan Sasongko , Prof. Dr. Basu Swastha Dharmmesta, MBA. ETD This! thesis! is! investigating! the! effect! of! investor! sentiment! on! the! U.S.! domestic! equity! fund! returns! during! economic! expansion! and! economic! recession.! Seven! fund! classifications! are! taken! as! samples,! and! the! investigation! period! starts! from! January! 2000! to! December! 2010.! The! U.S! state!of! economy! is!based!on! the!period! set!by!NBER!business! cycle,!while! investor! sentiment! is! proxy! by! the! changes! in! the! University! of! Michigan! Consumer!sentiment!index!and!the!changes!in!Baker!and!Wurgler!sentiment! index.!This!thesis!finds!that!investor!sentiments!are!affecting!the!time!series! of!cross!section!returns!of!the!U.S.!domestic!equity!fund!during!the!economic! expansion!and!recessions.!In!particular,!in!economic!expansion!and!recession! both! sentiment! indexes!display! their! significant!on!two! fund!classifications:! midScap!growth!funds! (MCGE)!and! smallScap! value! funds! (SCVE).!However,! the! important! note! to! this! finding! is! that! both! sentiment! indexes! have! an! opposite!relation!to!those!two!funds.! [Yogyakarta] : Universitas Gadjah Mada 2013 Thesis NonPeerReviewed , Wirawan Sasongko and , Prof. Dr. Basu Swastha Dharmmesta, MBA. (2013) INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND. UNSPECIFIED thesis, UNSPECIFIED. http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65854 |
| spellingShingle | ETD , Wirawan Sasongko , Prof. Dr. Basu Swastha Dharmmesta, MBA. INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND |
| title | INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND |
| title_full | INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND |
| title_fullStr | INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND |
| title_full_unstemmed | INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND |
| title_short | INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND |
| title_sort | investor sentiment on the u s domestic equity based mutual fund |
| topic | ETD |
| work_keys_str_mv | AT wirawansasongko investorsentimentontheusdomesticequitybasedmutualfund AT profdrbasuswasthadharmmestamba investorsentimentontheusdomesticequitybasedmutualfund |