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Stock prices, dividends, earnings, and investor sentiment
16 references·5 citing·35 second hop
Stock prices, dividends, earnings, and investor sentiment (2015)Stock prices, dividends, earnings, and in…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …Loss Models (2008)Loss ModelsInvestor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…The relationships between sentiment, returns and volatility (2005)The relationships between sen…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …The stock market and consumer confidence: European evidence (2003)The stock market and consumer…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Consumer Confidence and Stock Returns (2003)Consumer Confidence and Stock…News or Noise? Internet Postings and Stock Prices (2001)News or Noise? Internet Posti…Loss Models: From Data to Decisions (1999)Loss Models: From Data to Dec…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…A model of investor sentiment / (1997)A model of investor sentiment…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Behavioral Capital Asset Pricing Theory (1994)Behavioral Capital Asset Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Twitter investor sentiment and corporate earnings announcements (2022)Twitter investor sentiment an…Narratology and Other Disciplines (2021)Narratology and Other Discipl…How Novelty and Narratives Drive the Stock Market (2021)How Novelty and Narratives Dr…Why does stock-market investor sentiment influence corporate investment? (2019)Why does stock-market investo…A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change (2019)A Cointegrated VAR Analysis o…Noise Trader Risk in Financial Markets (1990)Law and Finance (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)When Does Investor Sentiment Predict Stock Returns? (2010)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Hedging geopolitical risk with precious metals (2020)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Judgment under Uncertainty: Heuristics and Biases (1974)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Common risk factors in the returns on stocks and bonds (1993)The short of it: Investor sentiment and anomalies (2011)Judgment under Uncertainty: Heuristics and Biases (1975)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)The Econometrics of Financial Markets (2012)Digital Economics (2019)Understanding Relationships Using Copulas (1998)A Class of Distortion Operators for Pricing Financial and Insurance Risks (2000)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,234 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1997A model of investor sentiment /4,073 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,942 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,375 cited
  • 2003Investor sentiment and the near-term stock market1,355 cited
  • 1999Loss Models: From Data to Decisions1,247 cited
  • 2009Investor sentiment and stock returns: Some international evidence882 cited
  • 1994Behavioral Capital Asset Pricing Theory465 cited
  • 2001News or Noise? Internet Postings and Stock Prices403 cited
  • 2003Consumer Confidence and Stock Returns381 cited
  • 2003The stock market and consumer confidence: European evidence335 cited

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  • 2008Loss Models232 cited
  • 2005The relationships between sentiment, returns and volatility220 cited
  • Cited by

    • 2019A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change32 cited
    • 2022Twitter investor sentiment and corporate earnings announcements17 cited
    • 2021How Novelty and Narratives Drive the Stock Market16 cited
    • 2019Why does stock-market investor sentiment influence corporate investment?13 cited
    • 2021Narratology and Other Disciplines0 cited