---
title: Sentiment and Volatility in Shanghai A-shares Market
url: https://www.ml-quant.com/papers/repec/eme-cfripp-cfri-01-2021-0007/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:cfripp:cfri-01-2021-0007
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FCFRI-01-2021-0007%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Acfripp%3Acfri-01-2021-0007
featured: 2023-06-28
citations: unknown
topic: LLMs & Text
---


# Sentiment and Volatility in Shanghai A-shares Market

Investor sentiment in China's stock market impacts stock volatility.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FCFRI-01-2021-0007%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Acfripp%3Acfri-01-2021-0007
- Identifier: RePEc:eme:cfripp:cfri-01-2021-0007
- Released: 2021-12-02
- First featured: Quant Letter No. 5 (2023-06-28): https://www.ml-quant.com/issues/2023-06-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: LLMs & Text

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