Browsing by Author "Walaa Eldin, Arwa"

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    Assessing the Impact of Investor Sentiment on the G7 Stock Markets Performance
    (October university for modern sciences and arts MSA, 2024) Walaa Eldin, Arwa; Mohamed, Habiba
    This research aimed to investigate the impact of investor sentiment on stock market performance in G7 countries from 2005 to 2023. The investor sentiment was measured by the global indices of investors’ optimism “CCI”, and the investor fear “VIX”, while utilizing COVID-19 as a moderator and geopolitical risk measured by the GPR index as a control variable. The sample of data collected the monthly stock returns for the main indices for each of the G7 countries from January 2005 to October 2023. Overall, the research employed a fixed effect regression model “FEM” to attain its findings. The results of the models showed a significant positive impact of investor optimism on the G7 stock market returns, while a significant negative impact on VIX, even with the moderating effect of COVID-19. However, the control variable geopolitical risk was statistically insignificant, so it did not impact the G7 stock market returns statistically and COVID-19 was significant as a dummy variable. Thus, it was concluded that investor sentiment significantly impacts the G7 stock market returns.