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Investor Sentiment and the Near-Term Stock Market
16 references·13 citing·42 second hop
Investor Sentiment and the Near-Term Stock Market (2001)Investor Sentiment and the Near-Term Stoc…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Investor Sentiment and Stock Returns (2000)Investor Sentiment and Stock …What is the Intrinsic Value of the Dow? (1999)What is the Intrinsic Value o…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…Do Measures of Investor Sentiment Predict Returns? (1998)Do Measures of Investor Senti…Smart Money, Noise Trading and Stock Price Behaviour (1993)Smart Money, Noise Trading an…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…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…The Size and Incidence of the Losses from Noise Trading (1989)The Size and Incidence of the…Insiders' profits, costs of trading, and market efficiency (1986)Insiders' profits, costs of t…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets (1969)The Aggregation of Investor's…A model of investor sentiment /A model of investor sentiment…Sophistication, Sentiment, and Misreaction (2015)Sophistication, Sentiment, an…Investor Sentiment, Financial Report Quality and Stock Price Crash Risk: Role of Short-Sales Constraints (2015)Investor Sentiment, Financial…Investor Sentiment from Internet Message Postings and Predictability of Stock Returns (2014)Investor Sentiment from Inter…EFFECT OF INVESTOR SENTIMENT ON STOCK MARKETS (2014)EFFECT OF INVESTOR SENTIMENT …Is Big Brother Watching Us? 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(2004)Does Mutual Fund Flow Reflect…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Efficient Capital Markets: II (1991)Are Insider Trades Informative? (2001)Investor sentiment and the near-term stock market (2003)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)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)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)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)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 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
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1986Insiders' profits, costs of trading, and market efficiency1,219 cited
  • 1999What is the Intrinsic Value of the Dow?716 cited
  • 2000Investor Sentiment and Stock Returns648 cited
  • 1993Smart Money, Noise Trading and Stock Price Behaviour589 cited
  • 1998Do Measures of Investor Sentiment Predict Returns?516 cited
  • 1969The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets501 cited

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1989
The Size and Incidence of the Losses from Noise Trading
300 cited

Cited by

  • 2011Market sentiment: a key factor of investors’ imitative behaviour87 cited
  • 2010Sentiment dynamics and stock returns: the case of the German stock market81 cited
  • 2015Investor Sentiment, Financial Report Quality and Stock Price Crash Risk: Role of Short-Sales Constraints78 cited
  • 2009Global, Local, and Contagious Investor Sentiment65 cited
  • 2004Does Mutual Fund Flow Reflect Investor Sentiment?52 cited
  • 2006SENTIMENT AND BETA HERDING46 cited
  • 2011The Impact of Manipulation in Internet Stock Message Boards45 cited
  • 2014Investor Sentiment from Internet Message Postings and Predictability of Stock Returns45 cited
  • 2015Sophistication, Sentiment, and Misreaction38 cited
  • 2014EFFECT OF INVESTOR SENTIMENT ON STOCK MARKETS28 cited
  • 2012Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market25 cited
  • 2012ASSET PRICING WITH INVESTOR SENTIMENT: EVIDENCE FROM CHINESE STOCK MARKETS*23 cited
  • 2005Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?21 cited