The Effect Of Investor Sentiment On Stock Returns: Insight From Emerging Asian Markets
This paper investigates the link between investor sentiment and stock returns in emerging Asian markets. Two dimensions of sentiment are examined: stock specific sentiment and market wide sentiment. Using panel regression with firm fixed effects, we show that stock specific sentime...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Asian Academy of Management (AAM)
2017
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| Subjects: | |
| Online Access: | http://eprints.usm.my/37210/1/aamjaf13012017_7.pdf |