Browsing by Subject Noise trading

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 2 of 2
  • item.jpg
  • Bài báo/Newspaper


  • Authors: Nguyễn Thu Hoài (2024)

  • The study examines the impact of noise trading on stock returns. The investor sentiment index is constructed as a representative of noise trading. This index is extracted from the social network Facebook and the mainstream online newspapers. Based on data collected using the text language analysis method, the author tests a regression model to explain the impact of investor sentiment on the stock returns in the Vietnamese stock market. The result is that sentiment extracted from newspapers positively impacts stock returns over the same period, while sentiment extracted from social networks has no impact. Therefore, investors can use the online newspapers-based investor sentiment index...

  • item.jpg
  • Bài báo/Newspaper


  • Authors: Nguyễn Thu Hoài (2024)

  • The study examines the impact of noise trading on stock returns. The investor sentiment index is constructed as a representative of noise trading. This index is extracted from the social network Facebook and the mainstream online newspapers. Based on data collected using the text language analysis method, the author tests a regression model to explain the impact of investor sentiment on the stock returns in the Vietnamese stock market. The result is that sentiment extracted from newspapers positively impacts stock returns over the same period, while sentiment extracted from social networks has no impact. Therefore, investors can use the online newspapers-based investor sentiment index...