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Measuring Stock Market Investor Sentiment
16 references·2 citing·39 second hopsampled
Measuring Stock Market Investor Sentiment (2012)Measuring Stock Market Investor SentimentIntegración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Sentiment and stock prices: The case of aviation disasters (2009)Sentiment and stock prices: T…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …Sports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Investor Sentiment and the Cross-Section of Stock Returns (2003)Investor Sentiment and the Cr…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…Does Arbitrage Flatten Demand Curves for Stocks? (2002)Does Arbitrage Flatten Demand…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…The Conditional CAPM and the Cross-Section of Expected Returns (1996)The Conditional CAPM and the …Betting on trends: Intuitive forecasts of financial risk and return (1993)Betting on trends: Intuitive …Structural and Return Characteristics of Small and Large Firms (1991)Structural and Return Charact…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt (2017)Investor sentiment, idiosyncr…Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events (2017)Applications of a Multivariat…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)Prospect Theory: An Analysis of Decision under Risk (1979)Generalized autoregressive conditional heteroskedasticity (1986)Prospect theory: An analysis of decision under risk (1988)Investor Sentiment in the Stock Market (2007)Sentiment During Recessions (2012)Behavioral Finance (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Time Series Momentum (2011)Understanding commonality in liquidity around the world (2011)Manager sentiment and stock returns (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Judgment under Uncertainty: Heuristics and Biases (1974)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)Out of Control: Visceral Influences on Behavior (1996)The Role of Emotions in Marketing (1999)Risk as feelings. (2001)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)On Persistence in Mutual Fund Performance (1997)Individual Investor Trading and Stock Returns (2008)The short of it: Investor sentiment and anomalies (2011)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)Policy Uncertainty and Corporate Investment (2015)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Investor Sentiment and the Cross-Section of Stock Returns1,456 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2007Sports Sentiment and Stock Returns1,045 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2009Investor sentiment and stock returns: Some international evidence880 cited
  • 2002Does Arbitrage Flatten Demand Curves for Stocks?861 cited
  • 1991Structural and Return Characteristics of Small and Large Firms826 cited
  • 2009Sentiment and stock prices: The case of aviation disasters610 cited
  • 1993

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Betting on trends: Intuitive forecasts of financial risk and return
586 cited

Cited by

  • 2017Applications of a Multivariate Hawkes Process to Joint Modeling of Sentiment and Market Return Events33 cited
  • 2017Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt24 cited