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Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience
16 references·12 citing·21 second hop
Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience (2007)Sentiment and Financial Health Indicators…The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Price Momentum and Trading Volume (2000)Price Momentum and Trading Vo…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The New Issues Puzzle (1995)The New Issues PuzzleSize and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns 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…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…The Application of Electronic Computers to Factor Analysis (1960)The Application of Electronic…A model of investor sentiment /A model of investor sentiment…Market multiples and stock returns among emerging and developed financial markets (2020)Market multiples and stock re…A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns (2020)A Reappraisal of the Causal R…Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence (2017)Comparison of the multicriter…A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS (2015)A CLOSER LOOK AT VALUE PREMIU…Portfolio Quality and Mutual Fund Performance (2014)Portfolio Quality and Mutual …Top Companies Ranking Based on Financial Ratio with AHP-TOPSIS Combined Approach and Indices of Tehran Stock Exchange - A Comparative Study (2013)Top Companies Ranking Based o…Quality investing in an Australian context (2013)Quality investing in an Austr…How value–glamour investors use financial information: UK evidence of investors’ confirmation bias (2012)How value–glamour investors u…Enhancement of equity portfolio performance using data envelopment analysis (2012)Enhancement of equity portfol…Enhancement of value portfolio performance using momentum and the long-short strategy: The Finnish evidence (2011)Enhancement of value portfoli…Fundamental Indexation: An Australian Investigation (2009)Fundamental Indexation: An Au…Value enhancement using momentum indicators: the European experience (2007)Value enhancement using momen…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Does the Stock Market Overreact? (1985)The relationship between return and market value of common stocks (1981)Investor Sentiment and the Cross‐Section of Stock Returns (2006)An Intertemporal Capital Asset Pricing Model (1973)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The Scree Test For The Number Of Factors (1966)A Second Generation Little Jiffy (1970)Evaluating the use of exploratory factor analysis in psychological research. (1999)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1960The Application of Electronic Computers to Factor Analysis12,390 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 1998

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Value versus Growth: The International Evidence
2,233 cited
  • 2004The Capital Asset Pricing Model: Theory and Evidence2,057 cited
  • 2000Price Momentum and Trading Volume1,593 cited
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    • 2014Portfolio Quality and Mutual Fund Performance32 cited
    • 2009Fundamental Indexation: An Australian Investigation31 cited
    • 2020A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns28 cited
    • 2007Value enhancement using momentum indicators: the European experience27 cited
    • 2015A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS24 cited
    • 2011Enhancement of value portfolio performance using momentum and the long-short strategy: The Finnish evidence21 cited
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