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An examination of investor sentiment effect on G7 stock market returns
16 references·16 citing·24 second hopsampled
An examination of investor sentiment effect on G7 stock market returns (2012)An examination of investor sentiment effe…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…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…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…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Noise (1986)NoiseDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…A model of investor sentiment /A model of investor sentiment…The conditional impact of investor sentiment in global stock markets: A two-channel examination (2022)The conditional impact of inv…Volatility connectedness of major cryptocurrencies: The role of investor happiness (2021)Volatility connectedness of m…The effects of public sentiments and feelings on stock market behavior: Evidence from Australia (2021)The effects of public sentime…Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data (2021)Investor Sentiment and (Anti)…Financial market connectedness: The role of investors’ happiness (2021)Financial market connectednes…How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences (2020)How emotions influence behavi…Firm-specific investor sentiment and the stock market response to earnings news (2019)Firm-specific investor sentim…Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect (2018)Volatility forecasting of cru…Risk Compensation and Market Returns: The Role of Investor Sentiment in the Stock Market (2018)Risk Compensation and Market …Payout and firm’s catering (2018)Payout and firm’s cateringThe effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach (2016)The effect of investor sentim…International Sentiment Spillovers in Equity Returns (2016)International Sentiment Spill…Sentiment in oil markets (2015)Sentiment in oil marketsConsumer confidence indices and stock markets' meltdowns (2014)Consumer confidence indices a…Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence (2012)Asymmetric effects of investo…Investor Sentiment and Stock Returns: Evidence from Turkey (2009)Investor Sentiment and Stock …The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Common risk factors in the returns on stocks and bonds (1993)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)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)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)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 short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 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
  • 1995The Limits of Arbitrage5,282 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
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 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
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1986Noise1,783 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited

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  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
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    • 2020How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences78 cited
    • 2021Financial market connectedness: The role of investors’ happiness70 cited
    • 2014Consumer confidence indices and stock markets' meltdowns67 cited
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