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Investor Sentiment and Market Anomalies
16 references·5 citing·34 second hop
Investor Sentiment and Market Anomalies (2010)Investor Sentiment and Market AnomaliesWho Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Investor Sentiment and the Cross-Section of Stock Returns (2003)Investor Sentiment and the Cr…Investor Sentiment and Stock Returns (2000)Investor Sentiment and Stock …A Cross-Sectional Test of an Investment-Based Asset Pricing Model (1996)A Cross-Sectional Test of an …Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…The Long-Run Performance of Initial Public Offerings (1991)The Long-Run Performance of I…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Equilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…Public Regulation of the Securities Markets (1964)Public Regulation of the Secu…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange (2022)The impact of investor sentim…The impact of sentiment on emerging stock markets (2021)The impact of sentiment on em…Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns (2019)Investor sentiment, investor …Forecasting stock index futures returns with mixed-frequency sentiment (2017)Forecasting stock index futur…Technical market indicators: An overview (2014)Technical market indicators: …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 Psychology and Security Market Under‐ and Overreactions (1998)Judgment under Uncertainty: Heuristics and Biases (1975)The Impact of Social Structure on Economic Outcomes (2005)The short of it: Investor sentiment and anomalies (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Advances in prospect theory: Cumulative representation of uncertainty (1992)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)INITIAL PUBLIC OFFERINGS (1988)Event Studies in Economics and Finance (1997)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)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)On Persistence in Mutual Fund Performance (1997)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Individual Investor Trading and Stock Returns (2008)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)An Engine, Not a Camera (2006)Does board gender diversity improve the informativeness of stock prices? (2011)… and the Cross-Section of Expected Returns (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1966Equilibrium in a Capital Asset Market4,896 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Investor Sentiment and the Cross-Section of Stock Returns1,456 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model1,023 cited
  • 1991The Long-Run Performance of Initial Public Offerings779 cited
  • 1964Public Regulation of the Securities Markets679 cited
  • 2000Investor Sentiment and Stock Returns

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648 cited

Cited by

  • 2014Technical market indicators: An overview42 cited
  • 2017Forecasting stock index futures returns with mixed-frequency sentiment38 cited
  • 2021The impact of sentiment on emerging stock markets37 cited
  • 2019Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns27 cited
  • 2022The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange22 cited