Construction of Investor Sentiment Index in the Chinese Stock Market.

Yuxi Yang Takashi Hasuike

Published in: IIAI-AAI (2017)

Keyphrases

chinese stock market
stock market
stock price
stock exchange
garch model
stock returns
short term
sentiment analysis
financial markets
financial data
sentiment classification
long term
cross sectional
data mining
stock data
exchange rate
historical data
non stationary
financial time series
mutual information