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Sourav Prasad, Sabyasachi Mohapatra, Molla Ramizur Rahman and Amit Puniyani
The Investor Sentiment Index (ISI) is widely regarded as a useful measure to gauge the overall mood of the market. Investor panic may result in contagion, causing failure in financial markets. Market participants widely use the ISI indicator to understan...
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Pei En Lee
Pág. 119 - 124
In Taiwan stock market, most participants are individual investors. Thus, the objective of this empirical study is to explore whether the investor sentiment and investor behavior have considerably influence on the stock return. The study tries to search ...
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Rama Krishna Yelamanchili
Pág. 109 - 114
This paper aims to study predictive ability of consumer sentiment of individual stocks. We consider two proxies for sentiment. One is explicit (Index of Consumer Sentiment, ICS), second is implicit (Broad Market Indicator, S&PBSE500) and we pick 50 stock...
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Arindam Banerjee
Pág. 268 - 276
The India VIX represents the sentiment of traders in the Indian market, so by forecasting the future value of India VIX, we get a feel for investor sentiment in future. The objective of this study is to fit a forecasting model on India VIX using auto reg...
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Joakim Kvamvold
Pág. 236 - 242
We examine trading caused by net flows to mutual funds invested at the Oslo Stock Exchange. Our results show that trading by index-linked mutual funds and actively managed funds are correlated with returns on different segments of the stock exchange. Nei...
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Adam Stivers
The Baker and Wurgler (2006) sentiment index purports to measure irrational investor sentiment, while the University of Michigan Consumer Sentiment Index is designed to largely reflect fundamentals. Removing this fundamental component from the Baker and ...
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