A principal-component approach to measuring investor sentiment
Terence Tai Leung Chong () and
Quantitative Finance, 2010, vol. 10, issue 4, 339-347
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (25) Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:taf:quantf:v:10:y:2010:i:4:p:339-347
Ordering information: This journal article can be ordered from
Access Statistics for this article
Quantitative Finance is currently edited by Michael Dempster and Jim Gatheral
More articles in Quantitative Finance from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().