Investor sentiment and stock return predictability: evidence from global sentiment indices

In international finance, a key question concerns whether investor sentiment can predict stock returns. This study constructs three novel sentiment indices: the Emerging Market Sentiment Index (EMSI), the Developed Market Sentiment Index (DMSI), and the Global Market Sentiment Index (GMSI). These in...

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Hlavní autoři:	Kishan Kumar, Surya Kanta Mohanty, Jitendra Mahakud
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Taylor & Francis Group 2026-12-01
Edice:	Cogent Economics & Finance
Témata:	Investor sentiment indices return predictability consumer confidence index global stock markets emerging markets developed markets
On-line přístup:	https://www.tandfonline.com/doi/10.1080/23322039.2026.2613996
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