【作者单位】1 Glorious Sun School of Business and Management, Donghua University, Shanghai 20051, China 2 Shanghai Ocean University, Shanghai 201306, China
【年份】2017
【卷号】Vol.2017
【ISSN】1026-0226
【摘要】 We select five objective sentiment indicators and one subjective sentiment indicator to build investor sentiment composite index in Chinese stock market by using the partial least squares. The reason why we do that is to improve the shortcomings of t...
