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Investor Sentiment and Financial Market Volatility
16 references·7 citing·44 second hop
Investor Sentiment and Financial Market Volatility (2015)Investor Sentiment and Financial Market V…Psychological inquiry (2014)Psychological inquiryPsychology and Economics: Evidence from the Field (2009)Psychology and Economics: Evi…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…The Affect Heuristic (2002)The Affect HeuristicRisk as feelings. (2001)Risk as feelings.Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…The affect heuristic in judgments of risks and benefits (2000)The affect heuristic in judgm…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Out of Control: Visceral Influences on Behavior (1996)Out of Control: Visceral Infl…Mood and judgment: The affect infusion model (AIM). (1995)Mood and judgment: The affect…Anomalies in Intertemporal Choice: Evidence and an Interpretation (1992)Anomalies in Intertemporal Ch…The equity premium: A puzzle (1985)The equity premium: A puzzleMood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Mood, misattribution, and jud…Feeling and thinking: Preferences need no inferences. (1980)Feeling and thinking: Prefere…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)A BEHAVIORAL MODEL OF RATIONA…Valuation effect of ESG and its impact on capital structure: Evidence from Europe (2024)Valuation effect of ESG and i…Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks (2023)Predicting macro-financial in…BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing (2023)BeFi meets DeFi: A behavioral…Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis (2022)Exploring the causal links be…Emotions and stock market anomalies: A systematic review (2022)Emotions and stock market ano…Does investor sentiment predict bitcoin return and volatility? A quantile regression approach (2022)Does investor sentiment predi…Measuring the effect of investor sentiment on financial distress (2021)Measuring the effect of inves…The Repertoire of Nonverbal Behavior: Categories, Origins, Usage, and Coding (1969)Subjective Well-Being (1984)The Elaboration Likelihood Model of Persuasion (1986)Prospect theory: An analysis of decision under risk (1988)SWOT ANALYSIS: A THEORETICAL REVIEW (2017)Взаимосвязь статуса занятости и пола с уровнем психологического благополучия (2026)The Structure of Psychological Well-Being. (1970)Availability: A heuristic for judging frequency and probability (1973)Happiness is everything, or is it? Explorations on the meaning of psychological well-being. (1989)The Emerging Field of Emotion Regulation: An Integrative Review (1998)The Psychology of Interpersonal Relations. (1958)The case for motivated reasoning. (1990)ATTITUDES AND ATTITUDE CHANGE (1997)Attitude Change: Persuasion and Social Influence (2000)SERVICE WITH A SMILE: EMOTIONAL CONTAGION IN THE SERVICE ENCOUNTER. (2001)THE PSYCHOLOGY OF PERSONAL CONSTRUCTS (2010)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)A perspective on judgment and choice: Mapping bounded rationality. (2003)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Prospect Theory: An Analysis of Decision under Risk (1979)Understanding Attitudes and Predicting Social Behavior (1980)Gender Differences in Preferences (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)
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References

  • 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE15,851 cited
  • 1980Feeling and thinking: Preferences need no inferences.8,070 cited
  • 2001Risk as feelings.5,949 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1983Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states.4,951 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1995Mood and judgment: The affect infusion model (AIM).3,469 cited
  • 2000The affect heuristic in judgments of risks and benefits2,870 cited
  • 1996Out of Control: Visceral Influences on Behavior2,609 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 2009Psychology and Economics: Evidence from the Field2,406 cited
  • 2002The Affect Heuristic2,357 cited
  • 1992Anomalies in Intertemporal Choice: Evidence and an Interpretation2,305 cited
  • 2014Psychological inquiry

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Cited by

  • 2022Emotions and stock market anomalies: A systematic review66 cited
  • 2024Valuation effect of ESG and its impact on capital structure: Evidence from Europe53 cited
  • 2022Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis52 cited
  • 2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach50 cited
  • 2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing39 cited
  • 2021Measuring the effect of investor sentiment on financial distress28 cited
  • 2023Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks27 cited