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Investor Sentiment and Stock Market Response to Corporate News
16 references·2 citing·46 second hop
Investor Sentiment and Stock Market Response to Corporate News (2008)Investor Sentiment and Stock Market Respo…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceSports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…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 Cross-Section of Stock Returns (2003)Investor Sentiment and the Cr…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…The rewards to meeting or beating earnings expectations (2002)The rewards to meeting or bea…Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…The Limits of Arbitrage (1995)The Limits of ArbitrageThe information content of losses (1995)The information content of lo…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIAn analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)An analysis of intertemporal …Noise (1986)NoiseDo Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Real determinants of stock split announcements (2017)Real determinants of stock sp…Rumor Clarification and Stock Returns: Do Bull Markets Behave Differently from Bear Markets? (2014)Rumor Clarification and Stock…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)Corporate financing and investment decisions when firms have information that investors do not have (1984)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)An Empirical Evaluation of Accounting Income Numbers (1968)An Intertemporal Capital Asset Pricing Model (1973)Earnings Asan Explanatory Variable for Returns (1991)Forecasting Profitability and Earnings (2000)Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)Out of Control: Visceral Influences on Behavior (1996)The Role of Emotions in Marketing (1999)Risk as feelings. (2001)Sentiment During Recessions (2012)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)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)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Earnings Management During Import Relief Investigations (1991)Detecting Earnings Management. (1995)The economic implications of corporate financial reporting (2005)Real and Accrual-Based Earnings Management in the Pre- and Post-Sarbanes-Oxley Periods (2008)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Continuous Auctions and Insider Trading (1985)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)The conservatism principle and the asymmetric timeliness of earnings1 (1997)Earnings Management through Real Activities Manipulation (2003)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)
this work references cited by second hop

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1995The information content of losses2,315 cited
  • 1986Noise1,783 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2002The rewards to meeting or beating earnings expectations1,706 cited
  • 1989An analysis of intertemporal and cross-sectional determinants of earnings response coefficients1,685 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Investor Sentiment and the Cross-Section of Stock Returns1,456 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2007Sports Sentiment and Stock Returns1,045 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model

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Cited by

  • 2014Rumor Clarification and Stock Returns: Do Bull Markets Behave Differently from Bear Markets?24 cited
  • 2017Real determinants of stock split announcements20 cited