Construction of Chinese Stock Investor Sentiment Index

Ying Zhao ()
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Ying Zhao: Johns Hopkins University

A chapter in Proceedings of the 2022 International Conference on Economics, Smart Finance and Contemporary Trade (ESFCT 2022), 2022, pp 105-112 from Springer

Abstract: 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.

Keywords: stock market; investor sentiment; stock yield; sentiment index construction (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:advbcp:978-94-6463-052-7_13

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DOI: 10.2991/978-94-6463-052-7_13

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