The Impact of Investor Sentiment on Stock Returns in the Indonesian Stock Market during the Period "2001-2022": An Econometric Study
| المصدر: | مجلة اقتصاديات المال والأعمال |
|---|---|
| الناشر: | المركز الجامعي عبدالحفيظ بوالصوف ميلة - معهد العلوم الاقتصادية والتجارية وعلوم التسيير |
| المؤلف الرئيسي: | Bagheffar, Abdelkader (Author) |
| مؤلفين آخرين: | Cheikh, Saous (Co-Author) |
| المجلد/العدد: | مج7, ع4 |
| محكمة: | نعم |
| الدولة: |
الجزائر |
| التاريخ الميلادي: |
2023
|
| الشهر: | ديسمبر |
| الصفحات: | 166 - 183 |
| DOI: |
10.37170/1986-007-004-009 |
| ISSN: |
2543-3784 |
| رقم MD: | 1454676 |
| نوع المحتوى: | بحوث ومقالات |
| اللغة: | الإنجليزية |
| قواعد المعلومات: | EcoLink |
| مواضيع: | |
| كلمات المؤلف المفتاحية: |
Behavioral Finance | Investor Sentiment | Stock Returns | Traditional Finance
|
| رابط المحتوى: |
عدد مرات التحميل
1
| المستخلص: |
The study aims to test the impact of financial investors' sentiment on the returns of IDX Index (JKSE) stocks in the Indonesia Stock Exchange during the period from 2001- 2022 using the autoregressive model conditional on the generalized inhomogeneity of variance (GARCH). The study was based on the monthly data of each of the consumer confidence index, which expresses investor sentiment, and the returns of the (JKSE) index. The results showed that there was a statistically significant positive effect of the changes in investor sentiment on the returns of the (JKSE) index during the study period. |
|---|---|
| ISSN: |
2543-3784 |
عناصر مشابهة
-
The Impact of Investor Sentiment on Stock Prices in the Egyptian Stock Market
بواسطة: Shams, Sally Mahmoud Hashem منشور: (2018) -
Information Vs Investor Sentiment Effect on Stock Market Prices during Covid-19 Pandemic
بواسطة: Gameel, Mohamed Sameh منشور: (2023) -
Information vs Investor Sentiment Effect on Stock Market Liquidity during Covid-19 Pandemic
بواسطة: Gameel, Mohamed Sameh منشور: (2023) -
The Impact of Interest Rates on the Stock Market Performance: Amman Stock Market Case Study Using ARDL Approach during the Period 1990-2018
بواسطة: Bouabdallah, Ali منشور: (2021) -
Surveying the Mediating Impact of Feelings of Investors and Investors' Overconfidence on the Relationship between Investor Personal Characteristics and Investment Decisions in Accepted Companies on the Iraqi Stock Market
بواسطة: Abbas, Murtadha Salih منشور: (2022)
