Monetary Policy, Investor Sentiment, and the Asymmetric Jump Risk of Chinese Stock Market.
Jia WangPu ChenJiacun WangXiwang GuoXu WangPublished in: IEEE Trans. Comput. Soc. Syst. (2024)
Keyphrases
- stock market
- monetary policy
- chinese stock market
- portfolio optimization
- stock price
- stock returns
- stock exchange
- short term
- sentiment analysis
- financial time series
- financial data
- garch model
- risk management
- portfolio management
- financial markets
- investment decisions
- stock data
- sentiment classification
- long term
- exchange rate
- decision making
- portfolio theory
- data mining
- distance learning
- information systems