A principal component approach to measuring investor sentiment in China

Click to increase image sizeClick to decrease image size Acknowledgements We would like to thank Jing Han and Nayoung Lee for their valuable comments. We would also like to thank Vivian Wong, Min Chen, Sophia Lok, Margaret Loo and Ceara Hui for able research assistance. Haiqiang Chen acknowledges the financial support from the National Natural Science Foundation of China Grant #71201137.