Investor sentiment and the cross-section of stock returns : evidence from China
The thesis studies how investor sentiment affects the cross-section of stock returns in china stock market. I construct an investor sentiment index, which is based on the common variation in four underlying proxies for sentiment: turnover of tradable share, the number and average first-day return o...
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| Other Authors: | |
| Format: | Theses and Dissertations |
| Language: | English |
| Published: |
2012
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| Online Access: | https://hdl.handle.net/10356/50587 |
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| Institution: | Nanyang Technological University |
| Language: | English |
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