期刊
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
卷 27, 期 -, 页码 572-591出版社
ELSEVIER
DOI: 10.1016/j.iref.2013.02.001
关键词
Sentiment; Stock markets; Stock characteristics; Country-specific factors; European stock markets
This paper analyzes the investor sentiment effect in four key European stock markets: France, Germany, Spain and the UK. The findings show that sentiment has a significant influence on returns, varying in intensity across markets. The variation appears to involve both stock characteristics and cross-country cultural or institutional differences. The results also show sensitivity to the choice of sentiment proxy, suggesting the need for further investigation. (C) 2013 Elsevier Inc. All rights reserved.
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