Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets

Researchers have reported a significant influence of sentiment in many developing and developed markets. Due to the limited access for foreign investors, the US$900-billion-dollar GCC (Gulf Cooperation Council) regional market has failed to attract foreign investors in the past. These cannot develop...

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Main Author: Sharmin, Rashida
Format: Thesis
Language:English
Published: 2019
Subjects:
Online Access:http://eprints.usm.my/48327/1/FULL%20THESIS%20by%20RASHIDA.pdf%20cut.pdf
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spelling my-usm-ep.483272021-02-17T03:36:22Z Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets 2019-03 Sharmin, Rashida HG4501-6051 Investment, capital formation, speculation Researchers have reported a significant influence of sentiment in many developing and developed markets. Due to the limited access for foreign investors, the US$900-billion-dollar GCC (Gulf Cooperation Council) regional market has failed to attract foreign investors in the past. These cannot develop unless foreign investors are interested. To attract foreign investors, the influence of sentiment on these markets need to be investigated in details. The objectives of the study are (i) to identify the influence of local sentiment in the GCC stock market, (ii) to determine the effect of firm characteristics on the relationship between the stock returns and sentiment, (iii) to detect any asymmetric effect on stock returns with respect to a shock to sentiment, and finally (iv) to investigate the influence of regional and global sentiment on the GCC markets. 2019-03 Thesis http://eprints.usm.my/48327/ http://eprints.usm.my/48327/1/FULL%20THESIS%20by%20RASHIDA.pdf%20cut.pdf application/pdf en public phd doctoral Universiti Sains Malaysia Pusat Pengajian Siswazah Perniagaan (Graduate School of Business)
institution Universiti Sains Malaysia
collection USM Institutional Repository
language English
topic HG4501-6051 Investment
capital formation
speculation
spellingShingle HG4501-6051 Investment
capital formation
speculation
Sharmin, Rashida
Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
description Researchers have reported a significant influence of sentiment in many developing and developed markets. Due to the limited access for foreign investors, the US$900-billion-dollar GCC (Gulf Cooperation Council) regional market has failed to attract foreign investors in the past. These cannot develop unless foreign investors are interested. To attract foreign investors, the influence of sentiment on these markets need to be investigated in details. The objectives of the study are (i) to identify the influence of local sentiment in the GCC stock market, (ii) to determine the effect of firm characteristics on the relationship between the stock returns and sentiment, (iii) to detect any asymmetric effect on stock returns with respect to a shock to sentiment, and finally (iv) to investigate the influence of regional and global sentiment on the GCC markets.
format Thesis
qualification_name Doctor of Philosophy (PhD.)
qualification_level Doctorate
author Sharmin, Rashida
author_facet Sharmin, Rashida
author_sort Sharmin, Rashida
title Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
title_short Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
title_full Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
title_fullStr Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
title_full_unstemmed Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
title_sort effect of sentiment on stock returns: evidence from the gulf cooperation council stock markets
granting_institution Universiti Sains Malaysia
granting_department Pusat Pengajian Siswazah Perniagaan (Graduate School of Business)
publishDate 2019
url http://eprints.usm.my/48327/1/FULL%20THESIS%20by%20RASHIDA.pdf%20cut.pdf
_version_ 1747821919193792512