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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Main Authors:	, Wirawan Sasongko, , Prof. Dr. Basu Swastha Dharmmesta, MBA.
Format:	Theses and Dissertations NonPeerReviewed
Published:	[Yogyakarta] : Universitas Gadjah Mada 2013
Subjects:	ETD
Online Access:	https://repository.ugm.ac.id/125681/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65854
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Institution:	Universitas Gadjah Mada

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spelling	id-ugm-repo.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
institution	Universitas Gadjah Mada
building	UGM Library
country	Indonesia
collection	Repository Civitas UGM
topic	ETD
spellingShingle	ETD , Wirawan Sasongko , Prof. Dr. Basu Swastha Dharmmesta, MBA. INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND
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.!
format	Theses and Dissertations NonPeerReviewed
author	, Wirawan Sasongko , Prof. Dr. Basu Swastha Dharmmesta, MBA.
author_facet	, Wirawan Sasongko , Prof. Dr. Basu Swastha Dharmmesta, MBA.
author_sort	, Wirawan Sasongko
title	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_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_sort	investor sentiment on the u.s domestic equity-based mutual fund
publisher	[Yogyakarta] : Universitas Gadjah Mada
publishDate	2013
url	https://repository.ugm.ac.id/125681/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65854
_version_	1681232303715516416

INVESTOR SENTIMENT ON THE U.S DOMESTIC EQUITY-BASED MUTUAL FUND

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