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- W3138601614 abstract "In this paper, we examine the downside risk associated with three different demographic subgroups: gender, income levels, and the education levels based on their consumer sentiment index (CSI) from the passive investment in the exchange-traded funds' (ETFs). We focus on the market capitalization-weighted and the equal-weighted SP however, investors can mitigate the downside risk by determining the appropriate investment horizons in their passive investing. Our results show that the risk associated with investor sentiment is short-lived (up to 18 months) depending upon the investors' demographic characteristics. We find that individual female investors are more risk-averse and have longer-lasting CSI influence in comparison to the individual male investors. The findings also show that the more educated the investors are, the stronger the impact of negative sentiment on the downside risk premium for ETF returns. However, in the case of income demographics, we find that the investors of medium-income levels have a higher and statistically significant CSI impact." @default.
- W3138601614 created "2021-03-29" @default.
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- W3138601614 date "2020-01-19" @default.
- W3138601614 modified "2023-09-23" @default.
- W3138601614 title "Consumer Sentiment, Demographics, and the Downside Risk: Evidence from the Passive Investment in ETFs" @default.
- W3138601614 hasPublicationYear "2020" @default.
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