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Information-based investigation into fear and fear regulation of Chinese and Vietnamese stock investors in the extremely volatile markets

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  • Vuong, Quan-Hoang
  • Tri, Nguyen Phuong
  • Jin, Ruining
  • Hoang, Giang
  • La, Viet-Phuong
  • Le, Tam-Tri
  • Nguyen, Minh-Hoang

Abstract

Emotions are fundamental elements driving humans’ decision-making and information processing. Fear is one of the most common emotions influencing investors’ behaviors in the stock market. Although many studies have been conducted to explore the impacts of fear on investors’ investment performance and trading behaviors, little is known about factors contributing to and alleviating investors’ fear during the market crash (or extremely volatile periods) and their fear regulation after the crisis. Thus, the current data descriptor provides details of a dataset of 1526 Chinese and Vietnamese investors, a potential resource for researchers to fill in the gap. The dataset was designed and structured based on the information-processing perspective of the Mindsponge Theory and existing evidence in life sciences. The Bayesian Mindsponge Framework (BMF) analytics validated the data. Insights generated from the dataset are expected to help researchers expand the existing literature on behavioral finance and the psychology of fear, improve the investment effectiveness among investors, and inform policymakers on strategies to mitigate the negative impacts of market crashes on the stock market.

Suggested Citation

  • Vuong, Quan-Hoang & Tri, Nguyen Phuong & Jin, Ruining & Hoang, Giang & La, Viet-Phuong & Le, Tam-Tri & Nguyen, Minh-Hoang, 2023. "Information-based investigation into fear and fear regulation of Chinese and Vietnamese stock investors in the extremely volatile markets," OSF Preprints 54z9y, Center for Open Science.
    • Handle: RePEc:osf:osfxxx:54z9y
    DOI: 10.31219/osf.io/54z9y
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    References listed on IDEAS

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