The Predictive Value of Investor Sentiment Index on the Volatility of the Malaysian Stock Market
Motivated by evidence that excess volatility could not be explained by the present standard value efficient market models coupled with the irrational behavioural anomaly observed in the Malaysian stock market, this study aims to construct the investors’ sentiment index. The measure is intended to te...
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| Główni autorzy: | , , |
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| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Universiti Malaya
2016-12-01
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| Seria: | Asian Journal of Accounting Perspectives |
| Hasła przedmiotowe: | |
| Dostęp online: | https://ejournal.um.edu.my/index.php/AJAP/article/view/5899 |
| Etykiety: |
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