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Wang, XiaoChen. Does Investor Sentiment affect Stock Return : Evidence from Chinese Industry Index in Shanghai A Share Market. Master's Degree(International Business Management). University of the Thai Chamber of Commerce. Central Library. : University of the Thai Chamber of Commerce, 2019.
Does Investor Sentiment affect Stock Return : Evidence from Chinese Industry Index in Shanghai A Share Market
Name: Wang, XiaoChen
Organization :
University of the Thai Chamber of Commerce
LCSH:
Stocks
-- Rate of return.
LCSH:
Rate of return.
Abstract:
In stock market, some of characteristics of asset pricing behavior of traditional financial theory didnt work, behavioral finance otherwise provides a new method and aspect to interpret these visions. Investor behavior which is influenced by investor sentiment plays an important role in stock market, irrational behavior may lead to market inefficiency, and stock return is a reflection of the market condition, hence studying the effects of investor sentiment on stock return is meaningful. This paper mainly studied investor sentiment whether and how affects stock return, as well as applied other six control variables a share market stock return, Dow Jones industrials index return, interest rate, exchange rate, crude oil price and gold price which could affect stock return in previous studies. To detect the effects this paper first investigate bullish investor sentiment and then applied multiple regression linear model to find investor sentiment positive significantly affects stock return in nine industries. This study provided a new perspective to explore the characteristics between investor sentiment and stock return, also presented new ideas for investors investment practices in stock market.
University of the Thai Chamber of Commerce. Central Library
Address:
BANGKOK
Email:
library@utcc.ac.th
Name: Boonlert Jitmaneeroj
Role:
advisor
Created:
2019
Modified:
2022-11-08
Issued:
2022-11-08
วิทยานิพนธ์/Thesis
application/pdf
CallNumber:
332.63220951 / W246d
eng
DegreeName: Master of Bussiness Administration
Level: Master's Degree
Descipline: International Business Management
©copyrights University of the Thai Chamber of Commerce
RightsAccess:
ใช้เวลา
0.039114 วินาที
Wang, XiaoChen
| Title | Contributor | Type |
|---|---|---|
| Does Investor Sentiment affect Stock Return : Evidence from Chinese Industry Index in Shanghai A Share Market
มหาวิทยาลัยหอการค้าไทย Wang, XiaoChen | Boonlert Jitmaneeroj | วิทยานิพนธ์/Thesis |
Boonlert Jitmaneeroj