Investor sentiment based on scaled PCA method : a powerful predictor of realized volatility in the Chinese stock market
Ziyu Song, Xiaomin Gong, Cheng Zhang, Changrui Yu
| Year of publication: |
2023
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|---|---|
| Authors: | Song, Ziyu ; Gong, Xiaomin ; Zhang, Cheng ; Yu, Changrui |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 83.2023, p. 528-545
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| Subject: | COVID-19 | Chinese stock market | Investor sentiment | Scaled PCA | Volatility predictability | Volatilität | Volatility | China | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Coronavirus | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.10.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014246745