A new investor sentiment indicator (ISI) based on artificial intelligence : a powerful return predictor in China
Qingsong Ruan, Zilin Wang, Yaping Zhou, Dayong Lv
| Year of publication: |
2020
|
|---|---|
| Authors: | Ruan, Qingsong ; Wang, Zilin ; Zhou, Yaping ; Lv, Dayong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 88.2020, p. 47-58
|
| Subject: | Investor sentiment | Artificial intelligence | Return predictability | Asset allocation | Cash flow | Künstliche Intelligenz | Anlageverhalten | Behavioural finance | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Cash Flow | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.09.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012416839