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Measuring investor sentiment with mutual fund flows
16 references·16 citing·37 second hopsampled
Measuring investor sentiment with mutual fund flows (2010)Measuring investor sentiment with mutual …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2010)False Discoveries in Mutual F…Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Dumb money: Mutual fund flows…On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing (2007)On the Importance of Measurin…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Investor Sentiment and Stock Returns (2000)Investor Sentiment and Stock …Predictive regressions (1999)Predictive regressionsDo Measures of Investor Sentiment Predict Returns? (1998)Do Measures of Investor Senti…The Limits of Arbitrage (1995)The Limits of ArbitrageAggregate mutual fund flows and security returns (1995)Aggregate mutual fund flows a…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Tests for Parameter Instabili…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…Sustainability Preferences Under Stress: Evidence from COVID-19 (2022)Sustainability Preferences Un…What Do Mutual Fund Investors Really Care About? (2021)What Do Mutual Fund Investors…Music Sentiment and Stock Returns Around the World (2021)Music Sentiment and Stock Ret…In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis (2021)In Search of the Origins of F…Terrorist attacks and investor risk preference: Evidence from mutual fund flows (2020)Terrorist attacks and investo…Short term response of Chinese stock markets to the outbreak of COVID-19 (2020)Short term response of Chines…Sentiment Metrics and Investor Demand (2018)Sentiment Metrics and Investo…Impact of behavioral factors on investors’ financial decisions: case of the Egyptian stock market (2018)Impact of behavioral factors …Seasonal Asset Allocation: Evidence from Mutual Fund Flows (2017)Seasonal Asset Allocation: Ev…Runs on Money Market Mutual Funds (2016)Runs on Money Market Mutual F…Smart money, dumb money, and capital market anomalies (2015)Smart money, dumb money, and …Corporate Transparency and the Impact of Investor Sentiment on Stock Prices (2014)Corporate Transparency and th…Aggregate Investment and Investor Sentiment (2014)Aggregate Investment and Inve…Conflicting Family Values in Mutual Fund Families (2012)Conflicting Family Values in …Analysts' industry expertise (2012)Analysts' industry expertiseThe Price Pressure of Aggregate Mutual Fund Flows (2010)The Price Pressure of Aggrega…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)A model of investor sentiment /The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)Inference About the Change-Point in a Sequence of Random Variables (1970)Testing for the Constancy of Parameters Over Time (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)What is an Oil Shock? (2000)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)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)On Persistence in Mutual Fund Performance (1997)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)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)Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Dividend yields and expected stock returns (1988)Expected Stock Returns and Variance Risk Premia (2009)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor sentiment and stock returns: Some international evidence (2009)Global, local, and contagious investor sentiment (2011)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 1999Predictive regressions1,614 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 2010False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas825 cited
  • 1995Aggregate mutual fund flows and security returns734 cited
  • 2000Investor Sentiment and Stock Returns648 cited
  • 2007On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing

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604 cited
  • 1998Do Measures of Investor Sentiment Predict Returns?516 cited
  • Cited by

    • 2021What Do Mutual Fund Investors Really Care About?310 cited
    • 2016Runs on Money Market Mutual Funds283 cited
    • 2015Smart money, dumb money, and capital market anomalies251 cited
    • 2012Analysts' industry expertise250 cited
    • 2021In Search of the Origins of Financial Fluctuations: The Inelastic Markets Hypothesis244 cited
    • 2014Aggregate Investment and Investor Sentiment206 cited
    • 2018Impact of behavioral factors on investors’ financial decisions: case of the Egyptian stock market200 cited
    • 2020Terrorist attacks and investor risk preference: Evidence from mutual fund flows195 cited
    • 2014Corporate Transparency and the Impact of Investor Sentiment on Stock Prices168 cited
    • 2012Conflicting Family Values in Mutual Fund Families167 cited
    • 2018Sentiment Metrics and Investor Demand162 cited
    • 2022Sustainability Preferences Under Stress: Evidence from COVID-19161 cited
    • 2010The Price Pressure of Aggregate Mutual Fund Flows153 cited
    • 2021Music Sentiment and Stock Returns Around the World142 cited
    • 2017Seasonal Asset Allocation: Evidence from Mutual Fund Flows139 cited
    • 2020Short term response of Chinese stock markets to the outbreak of COVID-19138 cited