Essays about: "shuangyu peng"

Found 1 essay containing the words shuangyu peng.

  1. 1. Investor Sentiment and Stock Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Erik Lundell; Shuangyu Peng; [2015]
    Keywords : Investor sentiment; Return predictability;

    Abstract : We examine whether investor sentiment can predict next-day stock returns and if the predictive characteristic differs when discriminating between positive and negative sentiment. We propose two novel sentiment proxies derived from a unique dataset using machine learning algorithms to approximate sentiment. READ MORE