Banchit, Azilawati; Abidin, Sazali; Lim, Sophyafadeth; … - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-14
relationships, while controlling for the macroeconomic variables, are used by employing Consumer Confidence Index (CCI) and trade … volume as sentiment proxies. Contrary to some studies with aggregate stock markets, it is discovered that in the short term …