Research on the Relationship between Investor Sentiment and Stock Price Change Based on VAR Model

Chen, Jia and Liu, Qiong and Zhang, Rui and Zhang, Qihan (2024) Research on the Relationship between Investor Sentiment and Stock Price Change Based on VAR Model. In: Proceedings of the 5th International Conference on Economic Management and Model Engineering, ICEMME 2023, November 17–19, 2023, Beijing, China.

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Abstract

In recent years, a large number of studies at home and abroad showed that speculative behavior caused by investors' emotional fluctuations in the A-share market can bring abnormal volatility to financial markets. China's GEM has a large number of retail investors, and investors tend to concentrate

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 17:17
Last Modified: 17 Apr 2026 00:14
URI: http://eprints.eai.eu/id/eprint/47638

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