Steven Sibley

Kelley School of Business

Visiting Assistant Professor of Finance

107 S Indiana Ave

100 South Woodlawn

Bloomington, IN 47405

United States

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The Information Content of the Sentiment Index

Number of pages: 65 Posted: 17 Nov 2012 Last Revised: 02 Oct 2015
Steven Sibley, Yanchu Wang, Yuhang Xing and Xiaoyan Zhang
Kelley School of Business, School of Finance - Shanghai University of Finance and Economics, Rice University and Tsinghua University - PBC School of Finance
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Citation 14

Abstract:

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investor sentiment index, return predictability, business cycle