A principal component approach to measuring investor sentiment in China

被引：61
作者：
Chen, Haiqiang [1 ]
Chong, Terence Tai Leung [2 ,3 ,4 ]
She, Yingni [1 ]
机构：
[1] Xiamen Univ, Wang Yanan Inst Studies Econ, Xiamen, Peoples R China
[2] Chinese Univ Hong Kong, Dept Econ, Shatin, Hong Kong, Peoples R China
[3] Chinese Univ Hong Kong, Inst Global Econ & Finance, Shatin, Hong Kong, Peoples R China
[4] Nanjing Univ, Dept Int Econ & Trade, Nanjing, Jiangsu, Peoples R China
来源：
QUANTITATIVE FINANCE | 2014年 / 14卷 / 04期
基金：
中国国家自然科学基金;
关键词：
THRESHOLD; MARKET; BULL;
D O I：
10.1080/14697688.2013.869698
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：573 / 579
页数：7
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