中国股市投资者情绪指数的构建

2017 6th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI) Pub Date : 2017-07-09 DOI:10.1109/IIAI-AAI.2017.93

Yuxi Yang, T. Hasuike

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引用次数: 6

摘要

本文主要研究如何提高Baker和Wurgler[1]引入的投资者情绪指数在中国股市中的适应性。考虑到并非所有的投资者情绪指标都适合中国股市，本文提出了一种新的投资者情绪指标组合方法。基于该投资者情绪指数，找到了中国股市投资者情绪与股价指数之间的关系。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Construction of Investor Sentiment Index in the Chinese Stock Market

This paper focuses on improving the adaptability of the investor sentiment index introduced by Baker and Wurgler[1] in the Chinese stock market. Considering not all the original proxies for sentiment are suitable for Chinese stock market, a new combination of proxies to form the investor sentiment index is proposed. Based on this investor sentiment index, the relationship between investor sentiment and stock price index in Chinese stock market is found.

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来源期刊

2017 6th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI)

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