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Individual Investor Sentiment and Comovement in Small Stock Returns
16 references·7 citing·35 second hopsampled
Individual Investor Sentiment and Comovement in Small Stock Returns (2003)Individual Investor Sentiment and Comovem…Patterns of behavior of professionally managed and independent investors (2001)Patterns of behavior of profe…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Institutional Investors and Equity Prices (1998)Institutional Investors and E…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…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…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Stock returns and the weekend effect (1980)Stock returns and the weekend…On the psychology of prediction. (1973)On the psychology of predicti…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…Do individual investors learn from their trading experience? (2008)Do individual investors learn…Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors (2006)Do Dividend Clienteles Exist?…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Local Does as Local Is: Infor…Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders? (2005)Individual Investor Sentiment…Correlated Trading and Location (2004)Correlated Trading and Locati…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2003)Local Does as Local Is: Infor…Belief in the law of small numbers. (1971)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Epistemic Injustice (2007)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Efficient Capital Markets: II (1991)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Dividend yields and expected stock returns (1988)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Market Liquidity and Funding Liquidity (2008)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)A five-factor asset pricing model (2014)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Household Finance (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)
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References

  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1973On the psychology of prediction.6,201 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,871 cited
  • 1980Stock returns and the weekend effect2,015 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 1990The Noise Trader Approach to Finance1,659 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 1984Stock Prices and Social Dynamics1,617 cited
  • 1998Institutional Investors and Equity Prices1,274 cited
  • 2001Patterns of behavior of professionally managed and independent investors

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699 cited

Cited by

  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 2006Do Dividend Clienteles Exist? Evidence on Dividend Preferences of Retail Investors492 cited
  • 2004Correlated Trading and Location339 cited
  • 2008Do individual investors learn from their trading experience?279 cited
  • 2003Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments22 cited
  • 2005Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?21 cited