This study identifies the cyclical boom-and-bust episodes in digital economy-related assets
and determines whether bubbles exist in China's digital economy. The extant literature …

This study mainly analyzes the time-frequency correlation between crude oil, Chinese
commodity market, stock market and investor sentiment index, and the cross-quantile …

This paper employs the panel quantile regression model to study the nonlinear effect of
investor sentiment on monthly stock returns in the Chinese A-share stock market. The …

This exploration employs the generalized supremum augmented Dickey-Fuller (GSADF)
approach to explore whether there are digital tech bubbles in China. The empirical results …

This study investigated the impact of investor sentiment impact on sectoral returns and their
volatility on the Johannesburg Stock Exchange using a proxy-based composite investor …

Purpose The purpose of this paper is to analyse the impact of Indian investor sentiments on
contemporaneous stock returns of Bombay Stock Exchange, National Stock Exchange and …

This paper examines how bull and bear market conditions affect the disposition effect and
especially learning in regard to this behavioural bias. We find evidence that investors are …

Stock selection is an important decision making problem. Trading strategies and rules based
on fundamental and technical analysis can be used for decision making process. In this …

This paper aims to investigate the causal relationship between investor sentiment and stock
returns on Borsa Istanbul (BIST). We analyze the changes in Consumer Confidence Index …

Purpose The purpose of this paper is to study a novel and direct measurement of investor
sentiment index in the Tunisian stock market that overcomes the weaknesses of a well …