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Investor Sentiment, Limits to Arbitrage and Private Market Returns
16 references·16 citing·30 second hopsampled
Investor Sentiment, Limits to Arbitrage and Private Market Returns (2013)Investor Sentiment, Limits to Arbitrage a…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The Limits of Arbitrage (1995)The Limits of ArbitrageReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Judgment Under Uncertainty: Heuristics and Biases. (1984)Judgment Under Uncertainty: H…Judgment under Uncertainty (1982)Judgment under UncertaintyMacroeconomics and Reality (1980)Macroeconomics and RealityJudgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…A model of investor sentiment /A model of investor sentiment…Sustainability and Private Equity Real Estate Returns (2022)Sustainability and Private Eq…Does listed real estate behave like direct real estate? Updated and broader evidence (2021)Does listed real estate behav…The cross-over effect of irrational sentiments in housing, commercial property, and stock markets (2020)The cross-over effect of irra…One and the Same? A Systematic Literature Review of Residential Property Investor Types (2020)One and the Same? A Systemati…Is the MD&A of US REITs informative? A textual sentiment study (2020)Is the MD&A of US REITs infor…The Effect of Fair Value Method Adoption: Evidence from Real Estate Firms in the EU (2019)The Effect of Fair Value Meth…Explaining REIT Returns (2019)Explaining REIT ReturnsA review paper on behavioral finance: study of emerging trends (2019)A review paper on behavioral …Real estate media sentiment through textual analysis (2018)Real estate media sentiment t…News-based sentiment analysis in real estate: a machine learning approach (2018)News-based sentiment analysis…Investor sentiment and evaporating liquidity during the financial crisis (2018)Investor sentiment and evapor…Heterogeneous Investor Sentiment and Institutional Real Estate Investments (2016)Heterogeneous Investor Sentim…Explaining House Price Dynamics: Isolating the Role of Nonfundamentals (2015)Explaining House Price Dynami…Do Public Real Estate Returns Really Lead Private Returns? (2015)Do Public Real Estate Returns…Contagion Channels between Real Estate and Financial Markets (2015)Contagion Channels between Re…An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market (2014)An Investigation into Sentime…Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Industry costs of equity (1997)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)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)Those Who Understand: Knowledge Growth in Teaching (1986)Perception of Risk (1987)The weirdest people in the world? (2010)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1982Judgment under Uncertainty8,238 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1984Judgment Under Uncertainty: Heuristics and Biases.5,656 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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4,039 cited

Cited by

  • 2015Explaining House Price Dynamics: Isolating the Role of Nonfundamentals97 cited
  • 2019A review paper on behavioral finance: study of emerging trends71 cited
  • 2014An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market66 cited
  • 2016Heterogeneous Investor Sentiment and Institutional Real Estate Investments61 cited
  • 2020One and the Same? A Systematic Literature Review of Residential Property Investor Types59 cited
  • 2015Contagion Channels between Real Estate and Financial Markets56 cited
  • 2018News-based sentiment analysis in real estate: a machine learning approach55 cited
  • 2022Sustainability and Private Equity Real Estate Returns43 cited
  • 2019Explaining REIT Returns40 cited
  • 2018Real estate media sentiment through textual analysis36 cited
  • 2015Do Public Real Estate Returns Really Lead Private Returns?33 cited
  • 2019The Effect of Fair Value Method Adoption: Evidence from Real Estate Firms in the EU27 cited
  • 2018Investor sentiment and evaporating liquidity during the financial crisis27 cited
  • 2020The cross-over effect of irrational sentiments in housing, commercial property, and stock markets26 cited
  • 2020Is the MD&A of US REITs informative? A textual sentiment study25 cited
  • 2021Does listed real estate behave like direct real estate? Updated and broader evidence24 cited