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Contribution Details
| Type | Bachelor's Thesis |
| Scope | Discipline-based scholarship |
| Title | Sentiment-Indicators forecastability of Stock Market Returns |
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| Institution | University of Zurich |
| Faculty | Faculty of Economics, Business Administration and Information Technology |
| Number of Pages | 28 |
| Date | 2014 |
| Abstract Text | This thesis studies the effects of investors’ sentiment on aggregated international stock markets. The major goal is to test whether academic findings for national stock markets (mainly US-Markets) also hold within an international and especially global framework. For measuring the sentiment an index is used similar to the Baker/Wurgler-Index, but based on even more commonly discussed proxies to capture investors’ sentiment. My results tie in several findings in current research: Investors’ sentiment has some predictive power not only for US markets, but it is rather small. |
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