Investor Sentiment and Paradigm Shifts in Equity Return Forecasting

• Liya Chu

  Liya Chu

  [email protected]

  https://orcid.org/0000-0003-2605-9361

  East China University of Science and Technology, Shanghai 200231, China;

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  ,
• Xue-Zhong He

  Xue-Zhong He

  [email protected]

  https://orcid.org/0000-0003-1446-9996

  Xi’an Jiaotong-Liverpool University, Suzhou 215123, China;

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  ,
• Kai Li

  Kai Li

  [email protected]

  https://orcid.org/0000-0003-1620-8829

  Southwestern University of Finance and Economics, Chengdu 611130, China;Macquarie University, Sydney, New South Wales 2109, Australia;

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• Jun Tu

  Corresponding Author

  Jun Tu

  [email protected]

  https://orcid.org/0000-0001-9641-2162

  Singapore Management University, Singapore, Singapore 188065

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