Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 9 of 9 for “"Sentiment Index"”.
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News Sentiment and Stock Return in the Chinese Stock Market
… CSI 300 closing price in Chinese stock market by Sentiment Index of the Social and News Media from the Thomson Reuters MarketPsych Indices. We find that the Sentiment Index is positively related to stock return of CSI 300 closing price. Further we find that the News Media Sentiment has a larger …
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Market Sentiments and the Housing Markets
… first chapter, we develop a measure of housing sentiment for 24 cities in China by parsing through newspaper articles from 2006 to 2017.We find that the sentiment index has strong predictive power for future house prices even after controlling for past price changes and macroeconomic …
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The influence of teacher knowledge of the personality charcteristics and educational implications of the field-independent/field-dependent cognitive style on the self-esteem and attitude toward school of slow-learning children
… Inventory (Primary Level) and the School Sentiment Index(Primary Level) were used to determine the children's self-esteem and attitude toward school. These two instruments were given before and after a 12-week treatment program.The relationship between field-independence/field-dependence …
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Consumer confidence and business cycles : a casy study for the Netherlands : are business cycles driven by animal spirits?
… explore the relevance of a consumer confidence index in forecasting business cycles in the Netherlands. Furthermore, the possible heterogeneity regarding the information content of individual questions is addressed, and it is investigated whether this information can be attributed to the …
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Sentimento do investidor: índice de confiança do empresário e a sua relação com a taxa de retorno das ações BM&FBOVESPA
… no room to consider the effect of the investor sentiment (on the shares pricing. it assumes that in competitive markets prevails the rational investor. In the behavioral finance approach, there is a possibillity that investor sentiment (may affect the market balance. This research aims to …
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ESSAYS ON RETURN PREDICTABILITY IN EQUITY MARKET AND CORPORATE BOND MARKET
… Specifically, I investigate whether investor sentiment can predict the cross-section of corporate bond returns. To my knowledge, existing proxies for credit market sentiment are all aggregate measures. For the frst time, I propose an investor sentiment measure at the bond level and fnd that it …
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Different Aspects of Market Liquidity
… The first chapter explores whether investor sentiment has the power to forecast stock market liquidity. The chapter employs the Amihud (2002) illiquidity measure as a proxy for price-impact, the bid-ask spread as a transaction cost measure of liquidity, and the individual investor sentiment …
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Quantifying the Effects of Sentiment and Expectations on the United States Credit Growth
<p>This dissertation examines the role of sentiment and expectations in predicting U.S. credit growth, drawing upon insights from behavioral finance and macroeconomic forecasting. While traditional economic theories emphasize fundamental determinants of credit expansion, growing evidence suggests …
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The Effects of Social Media Sentiment on Financial Markets: A High-Frequency Study
… the rapid dissemination of news, opinions, and sentiment to a vast number of market participants in real time. In line with the landscape change, recent studies have emphasised the significance of social media sentiment effects on financial markets. However, the majority of research focuses on …