The Effects of Investor Sentiment and the Conditional Volatility in New Zealand Stock Market
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Authors
Buranavityawut, Nonthipoth
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Date
2013
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Type
Conference Contribution - Oral Presentation
Ngā Upoko Tukutuku (Māori subject headings)
Keyword
New Zealand share market
share prices
investor sentiment
share prices
investor sentiment
ANZSRC Field of Research Code (2020)
Citation
Buranavityawut, N. (2013). The effects of investor sentiment and the conditional volatility in New Zealand stock market. Paper presented at Auckland Region Accounting Conference, Auckland, New Zealand
Abstract
Using New Zealand market data, this paper provides additional evidence to support recent studies that investor sentiment moves stock prices and, in turn, influences expected returns. It also adds to a number of previous studies that investor sentiment influences the market volatility, and hence the mean-variance relation. The findings in this study help confirm that investor sentiment is time-varying.
Publisher
Auckland Region Accounting
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The Authors
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