文章基本信息

标题：Investor Sentiment and Volatility of Stock Index --An Empirical Analysis from the Perspective of Behavioral Finance
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作者：xiangxiang zhu
期刊名称：Advances in Applied Economics and Finance
印刷版ISSN：2167-6348
出版年度：2012
卷号：3
期号：4
页码：627-629
语种：English
出版社：World Science Publisher
摘要：In this paper, some proxy indicators are selected to represent market sentiment. Then a principal component analysis is applied to those indicators to construct a market sentiment index. The result shows that this index has a strong correlation with shanghai composite index which stands for the trend of stock market. The market index is helpful to estimate the future trend of stock market.
关键词：Market Sentiment Index;Principal Component Analysis