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10.1016/j.irfa.2020.101612 http://scihub22266oqcxt.onion/10.1016/j.irfa.2020.101612 C7573641!7573641!38620709     free     free     free Deprecated: Implicit conversion from float 209.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       ä-/-ä 2021 ; 73 (ä): 101612 Nephropedia Template TP {{tp|p=38620709|t=2021. Can the Chinese volatility index reflect investor sentiment?|pdf=|usr=}}{{38620709}} gab.com Text Can the Chinese volatility index reflect investor sentiment JO: ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=38620709 #FOAvip The volatility index is the implied volatility calculated inversely from the option prices. This study investigates whether the official Chinese volatility index, iVX, can represent investor sentiment. In order to describe investor sentiment comprehensively, we build a three-dimensional investor sentiment measurement system composed of macro, meso and micro level, and decompose iVX into three components to obtain short-term, medium-term fluctuations and long-term trend by EEMD method. The relationships between iVX, its components and sentiment indexes at each level have been analyzed separately, and the empirical results reveal all components of iVX can reflect the investor sentiment at the corresponding level but to which extent they can reflect are not the same. Further we introduce the mixed-frequency dynamic factor analysis to extract the common sentiment factor, which shows stronger correlation with contemporaneous iVX, compared with the sentiment indexes at each level. The ADL model in robustness check also demonstrates the results. Our findings confirm iVX can represent the common sentiment and expectations of Chinese investors in different time scales. Twit Text FOAVip Can the Chinese volatility index reflect investor sentiment ????ä-/-ä http://www.kidney.de/pget.php?&tw=1&pmid=38620709 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=38620709 #FOAvip English Wikipedia <ref>{{Cite pmid|38620709}}</ref> Can the Chinese volatility index reflect investor sentiment? #MMPMID38620709 Long W; Zhao M; Tang Y ä-/-ä 2021[Jan]; 73 (ä): 101612 PMID38620709show ga The volatility index is the implied volatility calculated inversely from the option prices. This study investigates whether the official Chinese volatility index, iVX, can represent investor sentiment. In order to describe investor sentiment comprehensively, we build a three-dimensional investor sentiment measurement system composed of macro, meso and micro level, and decompose iVX into three components to obtain short-term, medium-term fluctuations and long-term trend by EEMD method. The relationships between iVX, its components and sentiment indexes at each level have been analyzed separately, and the empirical results reveal all components of iVX can reflect the investor sentiment at the corresponding level but to which extent they can reflect are not the same. Further we introduce the mixed-frequency dynamic factor analysis to extract the common sentiment factor, which shows stronger correlation with contemporaneous iVX, compared with the sentiment indexes at each level. The ADL model in robustness check also demonstrates the results. Our findings confirm iVX can represent the common sentiment and expectations of Chinese investors in different time scales. äCan the Chinese volatility index reflect investor sentiment?(epmc).pdf DeepDyve Pubget Overpricing