Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Impact of U.S. Individual and Institutional Investor Sentiment on Foreign Stock Markets

16 references·16 citing·34 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1993Common risk factors in the returns on stocks and bonds26,615 cited
1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
1980Macroeconomics and Reality12,826 cited
1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
1990Noise Trader Risk in Financial Markets6,259 cited
1998Generalized impulse response analysis in linear multivariate models6,129 cited
1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
1996Impulse response analysis in nonlinear multivariate models5,071 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
1989Business conditions and expected returns on stocks and bonds3,934 cited
1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

3,784 cited

1988Dividend yields and expected stock returns3,574 cited

Cited by

2015Is investor sentiment contagious? International sentiment and UK equity returns78 cited
2014Herding dynamics in exchange groups: Evidence from Euronext66 cited
2019The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach60 cited
2014Cross-border sentiment: an empirical analysis on EU stock markets59 cited
2015The relationship between individual investor sentiment, stock return and volatility58 cited
2016International Sentiment Spillovers in Equity Returns56 cited
2013The effect of US individual investor sentiment on industry‐specific stock returns and volatility44 cited
2019Can investor sentiment predict the size premium?41 cited
2016Behavioral biases on institutional investors: a literature review40 cited
2019Optimism in Financial Markets: Stock Market Returns and Investor Sentiments38 cited
2016Changes in Investors' Market Attention and Near-Term Stock Market Returns37 cited
2019The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis36 cited
2013Does Sentiment Matter for Stock Market Returns? Evidence from a Small European Market35 cited
2022From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets33 cited
2021INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES30 cited
2015An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market27 cited