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dc.contributor.authorKhuu, Joyce
dc.contributor.supervisorProf Robert Duranden_US
dc.date.accessioned2018-07-19T05:50:56Z
dc.date.available2018-07-19T05:50:56Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/20.500.11937/68413
dc.description.abstract

Sentiment may influence investor behaviour in a quasi-rational manner and as a result, stock returns. I explore the relationship between investor sentiment and stock returns using a text-based measure of sentiment derived from Thomson Reuters News Analytics. Using a sample set of multiple countries, I find a positive relationship between stock returns and sentiment. Size of a firm is a determining feature of stocks influenced by sentiment. Smaller stocks are most influenced by sentiment.

en_US
dc.publisherCurtin Universityen_US
dc.titleThree Essays on Investor Sentiment and Stock Returnsen_US
dc.typeThesisen_US
dcterms.educationLevelPhDen_US
curtin.departmentEconomics and Financeen_US
curtin.accessStatusOpen accessen_US
curtin.facultyBusiness and Lawen_US


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