This paper builds a novel sentiment index from news articles to empirically investigate the relationships between investor sentiment and asset prices in the Korean financial markets. Results show that an increase in the sentiment index predicts a positive stock return and reduction in its volati...
from KIF 보고서 http://ift.tt/2B7ecxW
via 자세히 읽기
댓글 없음:
댓글 쓰기