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Do Measures of Investor Sentiment Predict Returns?

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1991

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Habit persistence and durability in aggregate consumption

345 cited

Cited by

2007Investor Sentiment in the Stock Market432 cited
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2004Consumer Confidence and Asset Prices: Some Empirical Evidence260 cited
2006A Trade-Based Analysis of Momentum242 cited
2014Investor sentiment from internet message postings and the predictability of stock returns240 cited
2018Overnight Returns and Firm-Specific Investor Sentiment240 cited
2010How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data234 cited
2005The relationships between sentiment, returns and volatility220 cited
2016Empirical Asset Pricing: The Cross Section of Stock Returns210 cited
2014Corporate Transparency and the Impact of Investor Sentiment on Stock Prices168 cited
2018Sentiment Metrics and Investor Demand162 cited
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2013Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?147 cited
2020Deep Attentive Learning for Stock Movement Prediction From Social Media Text and Company Correlations146 cited