SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Investor sentiment and stock returns: Some international evidence
16 references·16 citing·44 second hopsampled
Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock returns: Som…Individualism and Momentum around the World (2010)Individualism and Momentum ar…High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)High idiosyncratic volatility…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Predictive regressions (1999)Predictive regressionsBy Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…Law and Finance (1998)Law and FinanceThe Limits of Arbitrage (1995)The Limits of ArbitrageDividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears (2021)Predictive role of online inv…Investor sentiment and stock returns: Global evidence (2021)Investor sentiment and stock …Stock Markets’ Reaction to COVID-19: Moderating Role of National Culture (2020)Stock Markets’ Reaction to CO…Hedging geopolitical risk with precious metals (2020)Hedging geopolitical risk wit…The importance of fear: investor sentiment and stock market returns (2017)The importance of fear: inves…Can investor sentiment be a momentum time-series predictor? Evidence from China (2017)Can investor sentiment be a m…The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)The impact of microblogging d…Does investor sentiment really matter? (2016)Does investor sentiment reall…The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets (2015)The effects of national cultu…Investor sentiment from internet message postings and the predictability of stock returns (2014)Investor sentiment from inter…Facebook's daily sentiment and international stock markets (2014)Facebook's daily sentiment an…Investor sentiment effect in stock markets: Stock characteristics or country-specific factors? (2013)Investor sentiment effect in …Herding behavior in REITs: Novel tests and the role of financial crisis (2013)Herding behavior in REITs: No…When Does Investor Sentiment Predict Stock Returns? (2010)When Does Investor Sentiment …The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns (2010)The power of bad: The negativ…How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data (2010)How Does Investor Sentiment A…Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Does Academic Research Destroy Stock Return Predictability? (2015)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)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)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Legal Determinants of External Finance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Expected stock returns and volatility (1987)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Expected Stock Returns and Variance Risk Premia (2009)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The short of it: Investor sentiment and anomalies (2011)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1998Law and Finance17,902 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1999Predictive regressions1,614 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2008High idiosyncratic volatility and low returns: International and further U.S. evidence1,440 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 2006Stock Return Predictability: Is it There?1,295 cited
  • 2005Investor Sentiment and Asset Valuation

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,092 cited

Cited by

  • 2016The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices399 cited
  • 2020Hedging geopolitical risk with precious metals361 cited
  • 2010When Does Investor Sentiment Predict Stock Returns?274 cited
  • 2014Investor sentiment from internet message postings and the predictability of stock returns240 cited
  • 2010How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data234 cited
  • 2017The importance of fear: investor sentiment and stock market returns207 cited
  • 2020Stock Markets’ Reaction to COVID-19: Moderating Role of National Culture194 cited
  • 2014Facebook's daily sentiment and international stock markets186 cited
  • 2021Investor sentiment and stock returns: Global evidence176 cited
  • 2021Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears167 cited
  • 2017Can investor sentiment be a momentum time-series predictor? Evidence from China165 cited
  • 2013Herding behavior in REITs: Novel tests and the role of financial crisis160 cited
  • 2015The effects of national culture and behavioral pitfalls on investors' decision-making: Herding behavior in international stock markets150 cited
  • 2010The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns148 cited
  • 2013Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?147 cited
  • 2016Does investor sentiment really matter?146 cited