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Heterogeneous Investor Sentiment and Institutional Real Estate Investments
16 references·5 citing·42 second hopsampled
Heterogeneous Investor Sentiment and Institutional Real Estate Investments (2016)Heterogeneous Investor Sentiment and Inst…Institutional industry herding (2009)Institutional industry herdingStyle Investing and Institutional Investors (2008)Style Investing and Instituti…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment (2008)Commercial Real Estate Valuat…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison (2005)Public Versus Private Real Es…Comovement (2004)ComovementStyle investing (2003)Style investingInstitutional Herding (2003)Institutional HerdingControlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices (2003)Controlling for the Impact of…Momentum Trading by Institutions (2002)Momentum Trading by Instituti…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs (1997)Valuation uncertainty, instit…Return autocorrelation and institutional investors (1997)Return autocorrelation and in…Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison (1993)Return Properties of Equity R…Equity Real Estate Investment Trusts and Real Estate Returns (1990)Equity Real Estate Investment…The cross-over effect of irrational sentiments in housing, commercial property, and stock markets (2020)The cross-over effect of irra…Is the MD&A of US REITs informative? A textual sentiment study (2020)Is the MD&A of US REITs infor…Explaining REIT Returns (2019)Explaining REIT ReturnsReal estate media sentiment through textual analysis (2018)Real estate media sentiment t…News-based sentiment analysis in real estate: a machine learning approach (2018)News-based sentiment analysis…Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Contrarian Investment, Extrapolation, and Risk (1994)Another Look at Mutual Fund Tournaments (2001)Do foreigners facilitate information transmission in emerging markets? (2012)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Limited-dependent and qualitative variables in econometrics (1983)Do Demand Curves for Stocks Slope Down? (1986)Illiquidity and Pricing Biases in the Real Estate Market (2007)Loss Aversion and Anchoring in Commercial Real Estate Pricing: Empirical Evidence and Price Index Implications (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise Trader Risk in Financial Markets (1990)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)The short of it: Investor sentiment and anomalies (2011)Size and Book-to-Market Factors in Earnings and Returns (1995)The Limits of Arbitrage (1995)International Stock Return Comovements (2005)Understanding commonality in liquidity around the world (2011)Do ETFs Increase Volatility? (2014)Judgment under Uncertainty: Heuristics and Biases (1974)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Innovative efficiency and stock returns (2012)A Simple Model of Herd Behavior (1992)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Corporate Finance Policies and Social Networks (2016)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Does Shareholder Composition Matter? Evidence from the Market Reaction to Corporate Earnings Announcements (2003)A Trade-Based Analysis of Momentum (2006)The trading behavior of institutions and individuals in Chinese equity markets (2007)Do investors herd in emerging stock markets?: Evidence from the Taiwanese market (2010)Herding in financial markets: a review of the literature (2013)Herding on fundamental information: A comparative study (2014)
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References

  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 2003Style investing971 cited
  • 2004Comovement929 cited
  • 2003Institutional Herding898 cited
  • 1997Return autocorrelation and institutional investors388 cited
  • 2009Institutional industry herding387 cited
  • 2002Momentum Trading by Institutions300 cited
  • 2003Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices266 cited
  • 1990Equity Real Estate Investment Trusts and Real Estate Returns253 cited
  • 1997Valuation uncertainty, institutional involvement, and the underpricing of IPOs: The case of REITs236 cited
  • 2008Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment224 cited
  • 1993Return Properties of Equity REITs, Common Stocks, and Commercial Real Estate: A Comparison207 cited
  • 2005Public Versus Private Real Estate Equities: A More Refined, Long-Term Comparison195 cited
  • 2008Style Investing and Institutional Investors

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157 cited

Cited by

  • 2018News-based sentiment analysis in real estate: a machine learning approach55 cited
  • 2019Explaining REIT Returns40 cited
  • 2018Real estate media sentiment through textual analysis36 cited
  • 2020The cross-over effect of irrational sentiments in housing, commercial property, and stock markets26 cited
  • 2020Is the MD&A of US REITs informative? A textual sentiment study25 cited