A principal-component approach to measuring investor sentiment

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【作者(必填)】
H Chen, TTL Chong, X Duan
【文题(必填)】A principal-component approach to measuring investor sentiment
【年份(必填)】2010

【全文链接或数据库名称(选填)】A principal-component approach to measuring investor sentimentH Chen, TTL Chong, X Duan - Quantitative Finance, 2010 - Taylor & Francis
The usefulness of the investor sentiment measure in the stock market has received
increasing attention in recent years. Various measures of investor sentiment have been
proposed over the last two decades. Early studies, such as Lee et al.(1991), Swaminathan ...
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