She, Yingni. / "August 2011." / Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 43-49). / Abstracts in English and Chinese. / Chapter 1. --- Introduction --- p.1 / Chapter 2. --- Literature Review --- p.6 / Chapter 2.1 --- Investor Sentiment Measures --- p.6 / Chapter 2.2 --- Chinese Stock Market Overview --- p.13 / Chapter 3. --- Chinese Investor Sentiment Measure --- p.16 / Chapter 3.1 --- Data and Variables --- p.16 / Chapter 3.2 --- Methodology --- p.21 / Chapter 3.3 --- Empirical Results --- p.22 / Chapter 3.4 --- Investor Sentiment Behavior --- p.24 / Chapter 4. --- Threshold Autoregressive Model --- p.29 / Chapter 4.1 --- Methodology --- p.29 / Chapter 4.2 --- Estimated Results --- p.31 / Chapter 4.3 --- Forecasting Performance --- p.36 / Chapter 4.4 --- Trading Strategy --- p.38 / Chapter 5. --- Conclusion --- p.41 / References --- p.43
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327589 |
| Date | January 2011 |
| Contributors | She, Yingni., Chinese University of Hong Kong Graduate School. Division of Economics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, vi, 55 leaves : ill. ; 30 cm. |
| Coverage | China |
| Rights | Use 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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