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Keywords: Sentiment index of Baker and Wurgler (2006, 2007)
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Journal Articles
Some evidence from a principal component approach to measure a new investor sentiment index in the Tunisian stock market
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Journal:
Managerial Finance
Managerial Finance (2020) 46 (3): 401–420.
Published: 07 January 2020
...Ahmed Bouteska Purpose The purpose of this paper is to study a novel and direct measurement of investor sentiment index in the Tunisian stock market that overcomes the weaknesses of a well-known investor sentiment index by Baker and Wurgler (2006, 2007). Design/methodology/approach Based...
