Sökning: "Shuangyu Peng"

Hittade 1 uppsats innehållade orden Shuangyu Peng.

  1. 1. Investor Sentiment and Stock Returns

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Erik Lundell; Shuangyu Peng; [2015]
    Nyckelord :Investor sentiment; Return predictability;

    Sammanfattning : We examine whether investor sentiment can predict next-day stock returns and if the predictive characteristic differs when discriminating between positive and negative sentiment. We propose two novel sentiment proxies derived from a unique dataset using machine learning algorithms to approximate sentiment. LÄS MER