Empirical Analysis of MSCI China A-Shares

In this paper, we introduce the MSCI China A-shares index (MCASI) and analyze MCASI’s properties. From the perspective of index investment, we found that MCASI’s investor sentiments, both overnight sentiment and BW sentiment, provide significant predictability for future MCASI returns, supported by...

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Autores principales: Yan Li, Weiping Li
Formato: article
Lenguaje:EN
Publicado: MDPI AG 2021
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Acceso en línea:https://doaj.org/article/3ff218d1aab342e8a1f1bcc2c85a6676
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