Journal:Journal of Management Sciences (JMS), 2017, Volume 4, Issue 2
Author(s): Terence Tai-Leung Chong, Wing Keung Wong
Keyword(s): Principal component analysis, market sentiment, CSI 300, threshold model
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Journal:Journal of Management Sciences (JMS), 2017, Volume 4, Issue 2
Author(s): Terence Tai-Leung Chong, Wing Keung Wong
Keyword(s): Principal component analysis, market sentiment, CSI 300, threshold model