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Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting
16 references·5 citing·41 second hop
Beyond Fundamentals: Investor Sentiment and Exchange Rate Forecasting (2013)Beyond Fundamentals: Investor Sentiment a…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)The Adaptive Markets Hypothes…The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)The obstinate passion of Fore…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 …Empirical exchange rate models of the nineties: Are any fit to survive? (2005)Empirical exchange rate model…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Predictive regressions (1999)Predictive regressionsTechnical Analysis in the Foreign Exchange Market: A Layman's Guide (1997)Technical Analysis in the For…Book-to-market, dividend yield, and expected market returns: A time-series analysis (1997)Book-to-market, dividend yiel…On the Predictability of Stock Returns: An Asset‐Allocation Perspective (1996)On the Predictability of Stoc…Testing the Predictive Power of Dividend Yields (1993)Testing the Predictive Power …Predictable Stock Returns: The Role of Small Sample Bias (1993)Predictable Stock Returns: Th…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Investor sentiment and its im…INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES (2021)INVESTOR SENTIMENT CONNECTEDN…Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach (2020)Investor sentiment and dollar…Can Stock Investor Sentiment Be Contagious in China? (2020)Can Stock Investor Sentiment …Financial Professionals' Overconfidence: Is It Experience, Function, or Attitude? (2011)Financial Professionals' Over…The equity premium: A puzzle (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor psychology in capital markets: evidence and policy implications (2002)Manager sentiment and stock returns (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Order Flow and Exchange Rate Dynamics (1999)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)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)On Persistence in Mutual Fund Performance (1997)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Individual Investor Trading and Stock Returns (2008)The short of it: Investor sentiment and anomalies (2011)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The arbitrage theory of capital asset pricing (1976)The theory and practice of econometrics (1986)Asset Pricing at the Millennium (2000)Optimal Portfolio Choice with Parameter Uncertainty (2007)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Policy Uncertainty and Corporate Investment (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor sentiment and stock returns: Some international evidence (2009)Sentiment During Recessions (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Dividend yields and expected stock returns (1988)Expected Stock Returns and Variance Risk Premia (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1999Predictive regressions1,614 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 1997Book-to-market, dividend yield, and expected market returns: A time-series analysis763 cited
  • 1996On the Predictability of Stock Returns: An Asset‐Allocation Perspective730 cited
  • 2005Empirical exchange rate models of the nineties: Are any fit to survive?717 cited
  • 1993Predictable Stock Returns: The Role of Small Sample Bias651 cited
  • 2006The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis446 cited
  • 1993Testing the Predictive Power of Dividend Yields376 cited
  • 2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market278 cited

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  • 1997Technical Analysis in the Foreign Exchange Market: A Layman's Guide154 cited
  • Cited by

    • 2025Investor sentiment and its implication on global financial markets: a systematic review of literature35 cited
    • 2011Financial Professionals' Overconfidence: Is It Experience, Function, or Attitude?35 cited
    • 2021INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES30 cited
    • 2020Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach24 cited
    • 2020Can Stock Investor Sentiment Be Contagious in China?22 cited