Construction of Chinese Stock Investor Sentiment Index

DOI

10.2991/978-94-6463-052-7_13How to use a DOI?

Keywords

stock market; investor sentiment; stock yield; sentiment index construction

Abstract

Based on some data of the CSI 300 index, this paper uses the principal component analysis (PCA) to build the investor sentiment index, and then discusses the feasibility of constructing the investor sentiment index. It aims to build an investor sentiment index that matches the Chinese market, understand the psychological characteristics of investors, predict their expectations, and formulate effective regulatory policies.

Copyright

© 2022 The Author(s)

Open Access

Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Download article (PDF)

TY  - CONF
AU  - Ying Zhao
PY  - 2022
DA  - 2022/12/27
TI  - Construction of Chinese Stock Investor Sentiment Index
BT  - Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022)
PB  - Atlantis Press
SP  - 105
EP  - 112
SN  - 2352-5428
UR  - https://doi.org/10.2991/978-94-6463-052-7_13
DO  - 10.2991/978-94-6463-052-7_13
ID  - Zhao2022
ER  -