Can I read New Investor Sentiment Index for Stocks on EtoBox?
New Investor Sentiment Index for Stocks by Bala Vignesh is a document available to read on EtoBox.
What is New Investor Sentiment Index for Stocks about?
This paper develops a new investor sentiment index that isolates the irrational components of investor behavior leading to stock market misvaluation, addressing shortcomings of existing sentiment measures. The study employs various empirical methods, including the Time-Varying Parameter Vector Autoregressive model, to validate the predictability of stock returns using this new index compared to traditional sentiment indices. The findings suggest that this novel approach provides a more accurate assessment o
- Author
- Bala Vignesh
- Language
- EN