sentiment index by the consumer discretionary, financial, information technology, raw materials, real estate, and utilities …

sentiment index in asset pricing models is important for explaining fund alpha. Design/methodology/approach The investor … sentiment index and risk factors in the Fama and French (1993) and Carhart (1997) models were estimated, the risk … with those evidenced in the US, where the sentiment index was an important factor in explaining the probability of alpha …

linearly associated with Twitter's public mood. We investigate whether investor sentiment determined by the Twitter sentiment … index (TSI) has a nonlinear predictive power for stock market behaviour. Using a dataset of seven US stock markets, we apply …

. Our findings reveal that an integrative sentiment index (MSCRs), considering both maritime and port sectors, possesses … predictive variable for the Korean maritime transportation market. This sentiment index is anticipated to assist government, port …

trading volumes using the American Association of Individual Investors (AAII) sentiment index. Methods/Approach Using … components of the Standard & Poor's 500 index. Results We find a positive relationship between the AAII sentiment index and stock …

trading volumes using the American Association of Individual Investors (AAII) sentiment index. Methods/Approach Using … components of the Standard & Poor's 500 index. Results We find a positive relationship between the AAII sentiment index and stock …