Keywords: CUSUM
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Journal Articles
Business Analyst Journal (2023) 44 (2): 106–127.
Published: 28 September 2023
... and macroeconomic proxies to measure investor sentiment. Principal component analysis has been used to create sentiment sub-indices that represent investor sentiment. The autoregressive distributed lag (ARDL) model and other sophisticated econometric techniques such as the unit root test, the cumulative sum (CUSUM...

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