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The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir

It is still a mystery among investors whether human emotions and feelings could give significant effects in explaining the variations of the stock market returns other than the dominant economic factors. Thus, this study investigates the Trading Volume and Size Premium referred to sentiment proxies...

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Main Author: M Natsir, Nurfasheila
Format: Student Project
Language:English
Published: 2016
Subjects:
Economics
General works
General works. Financial institutions
International finance
Online Access:https://ir.uitm.edu.my/id/eprint/73039/1/73039.pdf
https://ir.uitm.edu.my/id/eprint/73039/
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spelling my.uitm.ir.730392023-02-23T07:54:43Z https://ir.uitm.edu.my/id/eprint/73039/ The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir M Natsir, Nurfasheila Economics General works General works. Financial institutions International finance It is still a mystery among investors whether human emotions and feelings could give significant effects in explaining the variations of the stock market returns other than the dominant economic factors. Thus, this study investigates the Trading Volume and Size Premium referred to sentiment proxies to measure the investor's sentiments. Meanwhile, the Inflation Rate and Interest Rate are the indicators for the economic factors. Data for the economic variables was collected from the World Bank whereas, the sentiment proxies data was collected from each countries of stock exchange market. The sample of data comprised of six different Asia-Pacific countries by using random sampling technique to avoid any biasness. Additionally, the chosen country also based on senses of study which referred to the availability of the data of each country. Data was collected based on a yearly basis from the period of 2010-2014 after the Global Financial Crisis (2008-2009) and analysed by using the panel data analysis (STATA). The findings showed that, only the size premium which represents the sentiment proxies has a significant relationship towards the stock market returns which indicate that, the major contribution for an investor to make a decision and coordinate their strategy in investment is by consider their emotions. 2016 Student Project NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/73039/1/73039.pdf The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir. (2016) [Student Project] (Unpublished)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Economics
General works
General works. Financial institutions
International finance
spellingShingle Economics
General works
General works. Financial institutions
International finance
M Natsir, Nurfasheila
The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir
description It is still a mystery among investors whether human emotions and feelings could give significant effects in explaining the variations of the stock market returns other than the dominant economic factors. Thus, this study investigates the Trading Volume and Size Premium referred to sentiment proxies to measure the investor's sentiments. Meanwhile, the Inflation Rate and Interest Rate are the indicators for the economic factors. Data for the economic variables was collected from the World Bank whereas, the sentiment proxies data was collected from each countries of stock exchange market. The sample of data comprised of six different Asia-Pacific countries by using random sampling technique to avoid any biasness. Additionally, the chosen country also based on senses of study which referred to the availability of the data of each country. Data was collected based on a yearly basis from the period of 2010-2014 after the Global Financial Crisis (2008-2009) and analysed by using the panel data analysis (STATA). The findings showed that, only the size premium which represents the sentiment proxies has a significant relationship towards the stock market returns which indicate that, the major contribution for an investor to make a decision and coordinate their strategy in investment is by consider their emotions.
format Student Project
author M Natsir, Nurfasheila
author_facet M Natsir, Nurfasheila
author_sort M Natsir, Nurfasheila
title The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir
title_short The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir
title_full The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir
title_fullStr The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir
title_full_unstemmed The relationship between sentiment proxies and economic factors toward determinant of stock market returns in Asia Pacific countries / Nurfasheila M Natsir
title_sort relationship between sentiment proxies and economic factors toward determinant of stock market returns in asia pacific countries / nurfasheila m natsir
publishDate 2016
url https://ir.uitm.edu.my/id/eprint/73039/1/73039.pdf
https://ir.uitm.edu.my/id/eprint/73039/
_version_ 1758953525941895168
score 13.211869

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