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Keywords: Mood Effect
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (4): 611–635.
Published: 30 November 2014
...Sujung Choi This study provides empirical evidence on the existence of a mood effect in Korea Stock Market. Given the assumptions that changes in the Consumer Expectation Index and the numbers of suicides proxy for the social mood, I find that the aggregate stock market moves with the changes...
