Browsing Documentos Indexados pela Scielo by Author "Yoshinaga, Claudia Emiko"

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The relationship between market sentiment index and stock rates of return: a panel data analysis

Yoshinaga, Claudia Emiko; Castro Junior, Francisco Henrique Figueiredo de
2012-06-01

This article analyzes the relationship between market sentiment and future stock rates of return. We used a methodology based on principal component analysis to create a sentiment index for the Brazilian market with data ...