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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Bibliographic Details
Main Authors: Doria, Rolando Mari Q., Santos, Vladimir C.
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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