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Mood fluctuations, projection bias, and volatility of equity prices
16 references·16 citing·52 second hopsampled
Mood fluctuations, projection bias, and volatility of equity prices (2002)Mood fluctuations, projection bias, and v…Projection Bias in Predicting Future Utility (2003)Projection Bias in Predicting…Good Day Sunshine: Stock Returns and the Weather (2001)Good Day Sunshine: Stock Retu…Projection Bias in Predicting Future Utility (2000)Projection Bias in Predicting…Losing Sleep at the Market: The Daylight Saving Anomaly (2000)Losing Sleep at the Market: T…Income and Wealth Heterogeneity in the Macroeconomy (1998)Income and Wealth Heterogenei…The Endogenous Determination of Time Preference (1997)The Endogenous Determination …Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Preference Parameters and Beh…Why do bad moods increase self-defeating behavior? Emotion, risk tasking, and self-regulation. (1996)Why do bad moods increase sel…Income and Wealth Heterogeneity in the Macroeconomic (1995)Income and Wealth Heterogenei…A Bias in the Prediction of Tastes (1995)A Bias in the Prediction of T…Stock prices and the Wall Street weather (1993)Stock prices and the Wall Str…Noise (1986)NoiseThe equity premium: A puzzle (1985)The equity premium: A puzzleDebt, Deficits, and Finite Horizons (1985)Debt, Deficits, and Finite Ho…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The ecology of adolescent activity and experience (1977)The ecology of adolescent act…The public environmental awareness and the air pollution effect in Chinese stock market (2018)The public environmental awar…Stock prices and geographic proximity of information: Evidence from the Ebola outbreak (2017)Stock prices and geographic p…Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model (2015)Investor sentiment and its no…Behavioral Finance (2015)Behavioral FinanceWeather-Induced Mood, Institutional Investors, and Stock Returns (2013)Weather-Induced Mood, Institu…Weather-Induced Mood, Institutional Investors, and Stock Returns (2013)Weather-Induced Mood, Institu…Do Happy People Make Optimistic Investors? (2012)Do Happy People Make Optimist…Investor mood and financial markets (2010)Investor mood and financial m…Does the weather affect stock market volatility? (2010)Does the weather affect stock…Sentiment and stock prices: The case of aviation disasters (2009)Sentiment and stock prices: T…The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes (2005)The Spline GARCH Model for Un…The Role of Feelings in Investor Decision-Making (2005)The Role of Feelings in Inves…Social Mood and Financial Economics (2005)Social Mood and Financial Eco…Stock market returns: A note on temperature anomaly (2004)Stock market returns: A note …Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Chapter 14 The equity premium in retrospect (2003)Chapter 14 The equity premium…Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Golden Eggs and Hyperbolic Discounting (1997)What Can Economists Learn from Happiness Research? (2002)Neighbors as Negatives: Relative Earnings and Well-Being (2005)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Increasing Returns and Long-Run Growth (1986)Endogenous Technological Change (1990)A Contribution to the Empirics of Economic Growth (1992)The Technology of Skill Formation (2007)Understanding differences in health behaviors by education (2009)Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)The Mask of Sanity (1951)The adolescent experience (1966)Beyond boredom and anxiety (1975)Validity and Reliability of the Experience-Sampling Method (1987)Optimal experience in work and leisure. (1989)Assessing subjective well-being: Progress and opportunities (1994)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Financial Literacy and Stock Market Participation (2007)Investment, Capacity Utilization and the Real Business Cycle (1986)Occupational Choice and the Process of Development (1993)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Shocks (2009)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Feeling and thinking: Preferences need no inferences. (1980)Mood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Expected stock returns and volatility (1987)Investor Psychology and Asset Pricing (2001)Attention to Global Warming (2019)An Intertemporal Capital Asset Pricing Model (1973)Time to Build and Aggregate Fluctuations (1982)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Noise Trader Risk in Financial Markets (1990)Uncertain Lifetime, Life Insurance, and the Theory of the Consumer (1965)Are Government Bonds Net Wealth? (1974)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Convergence Across States and Regions (1991)Closing Small Open Economy Models (2002)Risk as feelings. (2001)Twitter mood predicts the stock market (2011)Handbook of Social Cognition (2014)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)
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References

  • 1985The equity premium: A puzzle5,785 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1997Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study2,399 cited
  • 1985Debt, Deficits, and Finite Horizons2,391 cited
  • 1998Income and Wealth Heterogeneity in the Macroeconomy2,299 cited
  • 1997The Endogenous Determination of Time Preference1,374 cited
  • 2003Projection Bias in Predicting Future Utility1,116 cited
  • 1993Stock prices and the Wall Street weather831 cited
  • 1977The ecology of adolescent activity and experience781 cited
  • 1996Why do bad moods increase self-defeating behavior? Emotion, risk tasking, and self-regulation.604 cited
  • 1986Noise600 cited
  • 2001Good Day Sunshine: Stock Returns and the Weather513 cited
  • 2000Losing Sleep at the Market: The Daylight Saving Anomaly494 cited
  • 1995A Bias in the Prediction of Tastes379 cited
  • 1995Income and Wealth Heterogeneity in the Macroeconomic110 cited
  • 2000Projection Bias in Predicting Future Utility

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68 cited

Cited by

  • 2003Good Day Sunshine: Stock Returns and the Weather1,930 cited
  • 2009Sentiment and stock prices: The case of aviation disasters610 cited
  • 2005Social Mood and Financial Economics550 cited
  • 2004Stock market returns: A note on temperature anomaly541 cited
  • 2015Behavioral Finance520 cited
  • 2017Stock prices and geographic proximity of information: Evidence from the Ebola outbreak392 cited
  • 2005The Role of Feelings in Investor Decision-Making381 cited
  • 2013Weather-Induced Mood, Institutional Investors, and Stock Returns326 cited
  • 2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model140 cited
  • 2012Do Happy People Make Optimistic Investors?130 cited
  • 2010Investor mood and financial markets122 cited
  • 2010Does the weather affect stock market volatility?120 cited
  • 2003Chapter 14 The equity premium in retrospect102 cited
  • 2005The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes102 cited
  • 2018The public environmental awareness and the air pollution effect in Chinese stock market86 cited
  • 2013Weather-Induced Mood, Institutional Investors, and Stock Returns79 cited