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Principal factor analysis of stock market sentiment.

Duan, Xin. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2007. / Includes bibliographical references (leaves 36-43). / Abstracts in English and Chinese. / Abstract --- p.i-ii / Acknowledgement --- p.iii / Table of Contents --- p.iv / Chapter Chapter 1 --- Introduction --- p.1 / Chapter Chapter 2 --- Related Literature --- p.6 / Chapter 2.1 --- Exchange Market Pressure Index --- p.6 / Chapter 2.2 --- The Sentiment Index --- p.11 / Chapter Chapter 3 --- Stock market sentiment --- p.16 / Chapter 3.1 --- Data --- p.16 / Chapter 3.2 --- Methodology --- p.23 / Chapter 3.3 --- Estimated Results --- p.25 / Chapter Chapter 4 --- Application to the Hong Kong stock market --- p.28 / Chapter 4.1 --- Threshold Model Estimation --- p.28 / Chapter 4.2 --- Trading Strategy --- p.30 / Chapter Chapter 5 --- Conclusion --- p.32 / Appendix: Principle Component --- p.34 / References --- p.36

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_325984
Date January 2007
ContributorsDuan, Xin., Chinese University of Hong Kong Graduate School. Division of Economics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, iv, 52 leaves : ill. ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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