抄録
This paper focuses on improving the adaptability of the investor sentiment index introduced by Baker and Wurgler[1] in the Chinese stock market. Considering not all the original proxies for sentiment are suitable for Chinese stock market, a new combination of proxies to form the investor sentiment index is proposed. Based on this investor sentiment index, the relationship between investor sentiment and stock price index in Chinese stock market is found.
| 本文言語 | English |
|---|---|
| ホスト出版物のタイトル | Proceedings - 2017 6th IIAI International Congress on Advanced Applied Informatics, IIAI-AAI 2017 |
| 出版社 | Institute of Electrical and Electronics Engineers Inc. |
| ページ | 23-28 |
| ページ数 | 6 |
| ISBN（電子版） | 9781538606216 |
| DOI | |
| 出版ステータス | Published - 2017 11月 15 |
| イベント | 6th IIAI International Congress on Advanced Applied Informatics, IIAI-AAI 2017 - Hamamatsu, Shizuoka, Japan 継続期間: 2017 7月 9 → … |
Other
| Other | 6th IIAI International Congress on Advanced Applied Informatics, IIAI-AAI 2017 |
|---|---|
| 国/地域 | Japan |
| City | Hamamatsu, Shizuoka |
| Period | 17/7/9 → … |
ASJC Scopus subject areas
- 人工知能
- コンピュータ ネットワークおよび通信
- コンピュータ サイエンスの応用
- 情報システム
- 情報システムおよび情報管理