Is investor sentiment contagious? International sentiment and UK equity returns
(2015)
Journal Article
Hudson, Y., & Green, C. J. (2015). Is investor sentiment contagious? International sentiment and UK equity returns. Journal of behavioral and experimental finance, 5, 46-59. https://doi.org/10.1016/j.jbef.2015.02.004
This paper contributes to a growing body of literature studying investor sentiment. Separate sentiment measures for UK investors and UK institutional investors are constructed from commonly cited sentiment indicators using the first principle compone... Read More about Is investor sentiment contagious? International sentiment and UK equity returns.