A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China
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DOI: 10.1016/j.econmod.2019.09.009
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More about this item
Keywords
Investor sentiment; Artificial intelligence; Return predictability; Asset allocation; Cash flow;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G19 - Financial Economics - - General Financial Markets - - - Other
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