Louis M. D. Burgess

University of Sussex Business School

Postgraduate Research Tutor

Jubilee Building

Falmer

Brighton, BN1 9SN

United Kingdom

http://profiles.sussex.ac.uk/p401779-louis-burgess

  • University of Sussex Business School

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A Dynamic BW Index of Stock Market Sentiment

Number of pages: 42 Posted: 27 Oct 2022 Last Revised: 20 Oct 2023
Jiangze Bian, Louis M. D. Burgess, Xi Chen, Jun Deng and XiaoXiang Zhang
University of International Business and Economics (UIBE), University of Sussex Business School, University of Sussex Business School, University of International Business and Economics (UIBE) - School of Banking and Finance and University of Sussex - School of Business, Management and Economics
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Abstract:

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Investor sentiment, sentiment aggregation, PCA, dynamic modelling, equity returns, anomalies