Row Dataset_Tamara Popkhadze

Published: 1 April 2022| Version 1 | DOI: 10.17632/gm4dxssf5h.1
Contributor:
Tamara Popkhadze

Description

Row Data from Bloomberg on Stock Market Quotes and indicating indices Market: Russian equity market Period: 2010-2021 Equities: IMOEX index basic equities Indicators: Psychological Line, trading volumes, Relative strength index, Russian Volatility Index Hypothesis: H1 There is a relationship between morbidity sentiment and future returns on investments in marketable assets: A period of future optimism about the use of the market (investors invest in assets, positively evaluating the growth of future dynamics, which increases the drive of asset prices) is followed by a correction in the market, investors achieve losses. Pessimistic moods are manifested by properties for a frequent market perspective, forming a state of underestimation of assets; an increase in drawdown is compensated for the time of the subsequent correction and adds profit. H2 The Investor Sentiment Index model, built on indices calculated for the Russian market, has greater predictive power and accuracy than individual indices used in most cases for the US market. Individual indexes can be based on primary data (surveys of research institutes), secondary data, or mixed types of data.

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Institutions

Moskovskij gosudarstvennyj universitet imeni M V Lomonosova Ekonomiceskij fakul'tet

Categories

Financial Market

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