What investors say is what the market says: measuring China’s real investor sentiment
Sign Up to like & getrecommendations! Published in 2021 at "Personal and Ubiquitous Computing"
DOI: 10.1007/s00779-021-01542-3
Abstract: This paper describes a novel approach to measure individual investor sentiment using text-based analysis of millions of posts extracted from Chinese financial online forums. We describe how we built a database of more than 200… read more here.
Keywords: investor sentiment; market; sentiment; individual investor ... See more keywords
Google search volume and individual investor trading
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DOI: 10.1016/j.finmar.2020.100544
Abstract: We relate Google search volumes, which are a proxy for the economic concerns of households (the FEARS index), to the trading behavior of approximately 100,000 individual German online-brokerage clients. We find that when the FEARS… read more here.
Keywords: fears index; trading; individual investor; volume individual ... See more keywords
Doing good while making money: Individual investor participation in socially responsible corporations
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DOI: 10.1108/md-01-2017-0005
Abstract: Purpose The purpose of this paper is to examine the performance of exchange traded funds (ETFs) that hold corporate social responsibility (CSR) stocks and compare their risk-return characteristics with the market. Design/methodology/approach The authors use… read more here.
Keywords: csr; investor participation; csr oriented; market ... See more keywords