Can sentiment lead to something more?: A 2009-2016 empirical study establishing the relationship of market sentiment and stock market returns of 22 selected Philippine Stock Exchange blue-chip companies
Market sentiment is the overall psychology of the market. It can be proxied by the widely used ARMS index. In this study, 22 consistent Philippine Stock Exchange blue-chip companies from 2009–2016 are used to analyze the factors affecting market sentiment and stock returns. Using OLS, results show...
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Main Authors: | Doria, Rolando Mari Q., Santos, Vladimir C. |
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Format: | text |
Language: | English |
Published: |
Animo Repository
2017
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Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/14937 |
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Institution: | De La Salle University |
Language: | English |
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