Open Access
| Issue |
SHS Web Conf.
Volume 225, 2025
2025 3rd International Conference on Financial Management and the Digital Economy (ICFMDE 2025)
|
|
|---|---|---|
| Article Number | 02015 | |
| Number of page(s) | 13 | |
| Section | Finance, Risk & Global Markets | |
| DOI | https://doi.org/10.1051/shsconf/202522502015 | |
| Published online | 13 November 2025 | |
- H. Zhou, W. Wu, & Y. Zhou, The Volatility Puzzle and Market Sentiment in China’s A-Share Market. Shanghai Journal of Economics, 24 (04), 3-13 (2016) doi: 10.19626/j.cnki.cn31-1163/f.2012.04.001 [Google Scholar]
- J. Tang, & C. Wang, Market Sentiment, Premium and Volatility. Economic Review, (04), 58-64 (2009) doi:10.19361/j.er.2009.04.008 [Google Scholar]
- X. Guan, J. Zhang, & Y. Liu, Media Attention, Investor Sentiment and Stock Market Volatility. Statistics and Decision, 38(24), 143-148. (2022) doi: 10.13546/j.cnki.tjyjc.2022.24.028 [Google Scholar]
- S. Wan, Y. Tang, & J. Lin, Aggregate Sentiment, Background Sentiment and Stock Market Volatility – Empirical Research Based on TVP-SV-VAR Model. Financial Theory and Practice, 12, 105-115 (2023) [Google Scholar]
- X. Jiang, & X. Wu, Study on the Relationship between Stock Market Volatility and Trading Volume in China – Based on Mixture Distribution Hypothesis. Journal of Shanxi University of Finance and Economics, 06, 96-101 (2004) [Google Scholar]
- D. Li, & L. Dong, Research on Dynamic Relationship Bettheen Stock Market Volatility and Trading Volume in China – Based on Quantile Regression. Journal of Shanxi University of Finance and Economics, 07, 76-80 (2008) [Google Scholar]
- C. Ma, & Z. Chen, What Drives Volatility: Trade Size or Trade Frequency? Journal of Business Economics, 09, 72-85 (2017) doi: 10.14134/j.cnki.cn33-1336/f.2017.09.007 [Google Scholar]
- X. Li, B. Xiao, B. Zhang, & H. Zhu, Can Investor Relations Management Enhance the Value of Listed Companies? – Empirical Research Based on Survey of Investor Relations Management in China’s A-Share Listed Companies. Management World, 09, 117-128. (2007) doi: 10.19744/j.cnki.11-1235/f.2007.09.014 [Google Scholar]
- Z. Feng, Research on the Impact of Investor Sentiment on Stock Market Volatility – Empirical Analysis Based on CSI 300 Index. Time-Honored Brand Marketing, 10, 49-51 (2024) [Google Scholar]
- Z. Lu, & Y. Xiao, Research on Causality between Stock Index and Trading Volume in China – Based on Linear and Nonlinear Granger Tests. Finance and Economy, 09, 30-37. (2017) doi: 10.19622/j.cnki.cn36-1005/f.2017.09.004. [Google Scholar]
- C. M. Jones, G. Kaul, & M. L. Lipson, Transactions, volume, and volatility. Review of Financial Studies 4, 631-651 (1994) [Google Scholar]
- K. Chan, & W. M. Fong, Trade size, order imbalance, and the volatility-volume relation. Journal of Financial Economics, 57(2), 247-273 (2000) [Google Scholar]
- N. Barberis, A. Shleifer, & R. Vishny, A model of investor sentiment. Journal of Financial Economics, 49, 307-343 (1998) [Google Scholar]
- Brunnermeier, K. Markus, Nagel, Stefan, Pedersen, & H. Lasse, Carry trades and currency crashes. NBER/Macroeconomics Annual (University of Chicago Press) 23, 313-347 (2008) [Google Scholar]
- T. Chordia, R. Roll, & A. Subrahmanyam, Market liquidity and trading activity. The Journal of Finance, 56(2) 501-530 (2001) [Google Scholar]
- M. Baker, & J. Wurgler, Investor sentiment in the stock market. Journal of Economic Perspectives, 21(2), 129-152 (2007) [Google Scholar]
- Y. Shi, & X. Zi, Construction and Application of Dynamic Copula-Wavelet SVR Model Based on Investor Sentiment. Statistics and Decision, 40(16), 140-145 (2024) [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.

