Daszynska-Zygadlo, Karolina; Szpulak, Aleksandra; … - In: Business and Economic Horizons (BEH) 10 (2014) 4, pp. 362-373
We test the existence of a contemporaneous relationship between sentiment/optimism indexes and returns at the aggregate market level in eight emerging markets, namely: Brazil, China, India, Mexico, Poland, Republic of South Africa, Russia and Turkey. We use sentiment and optimism Thomson Reuters...