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Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets
16 references·7 citing·43 second hop
Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets (2011)Investor sentiment and feedback trading: …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Dumb money: Mutual fund flows…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 …Market States and Momentum (2004)Market States and MomentumBeyond greed and fear: understanding behavioral finance and the psychology of investing (2003)Beyond greed and fear: unders…Inefficient Markets: An Introduction to Behavioral Finance (2002)Inefficient Markets: An Intro…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1989)Positive Feedback Investment …An Econometric Analysis of Nonsynchronous Trading (1989)An Econometric Analysis of No…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Financial market connectedness: The role of investors’ happiness (2021)Financial market connectednes…Do investors feedback trade in the Bitcoin—and why? (2021)Do investors feedback trade i…Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis (2016)Investors’ sentiment and US I…Changes in Investors' Market Attention and Near-Term Stock Market Returns (2016)Changes in Investors' Market …A fuzzy-hybrid analytic model to assess investors' perceptions for industry selection (2016)A fuzzy-hybrid analytic model…Arbitrage opportunities and feedback trading in emissions and energy markets (2015)Arbitrage opportunities and f…Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs (2014)Premiums, discounts and feedb…Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)The Cross-Section of Expected Stock Returns (1992)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)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)The impact of institutional trading on stock prices (1992)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)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)On Persistence in Mutual Fund Performance (1997)Investor sentiment and stock returns: Some international evidence (2009)Sentiment During Recessions (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Market for News (2005)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2004Market States and Momentum995 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 1989Positive Feedback Investment Strategies and Destabilizing Rational Speculation804 cited
  • 1989An Econometric Analysis of Nonsynchronous Trading798 cited
  • 2003Beyond greed and fear: understanding behavioral finance and the psychology of investing

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773 cited
  • 1993Measuring and Testing the Impact of News on Volatility755 cited
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    • 2016A fuzzy-hybrid analytic model to assess investors' perceptions for industry selection81 cited
    • 2021Financial market connectedness: The role of investors’ happiness70 cited
    • 2016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis57 cited
    • 2016Changes in Investors' Market Attention and Near-Term Stock Market Returns37 cited
    • 2014Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs37 cited
    • 2021Do investors feedback trade in the Bitcoin—and why?33 cited
    • 2015Arbitrage opportunities and feedback trading in emissions and energy markets29 cited