On AAII sentiment index influence on S&P 500 stocks

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F23%3A10253466" target="_blank" >RIV/61989100:27510/23:10253466 - isvavai.cz</a>
Result on the web
<a href="https://drustvo-informatika.si/uploads/documents/6a1c2595-7d3f-4dd2-ab6c-9ed9b168c19d//SOR23Proceedings.pdf" target="_blank" >https://drustvo-informatika.si/uploads/documents/6a1c2595-7d3f-4dd2-ab6c-9ed9b168c19d//SOR23Proceedings.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
On AAII sentiment index influence on S&P 500 stocks
Original language description
This study examines the influence of the AAII sentiment index on S&P 500 stocks. Integrating the sentiment index with the Fama-French 3-factor model, we analyze its impact on stock returns and traded volume. The results indicate limited influence on stock returns, but statistical significance in explaining traded volume. Positive sentiment leads to a decrease in traded volume. These findings highlight the importance of investor sentiment in understanding market dynamics.
Czech name
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Czech description
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Project
<a href="/en/project/GA23-06280S" target="_blank" >GA23-06280S: New approaches to forecasting of financial time series within fuzzy-probabilistic setting</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
SOR '23 : proceedings of the 17th International Symposium on Operational Research in Slovenia : Bled, Slovenia, September 20-22, 2023
ISBN
978-961-6165-61-7
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
335-338
Publisher name
Slovenian Society Informatika
Place of publication
Ljubljana
Event location
Bled
Event date
Sep 20, 2023
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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