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Investor sentiment and stock returns: Evidence from provincial TV audience rating in China
16 references·5 citing·35 second hop
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China (2016)Investor sentiment and stock returns: Evi…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…In Search of Attention (2011)In Search of AttentionInvestor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Investor Diversification and International Equity Markets (1991)Investor Diversification and …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Using daily stock returns (1985)Using daily stock returnsMood, misattribution, and judgments of well-being: Informative and directive functions of affective states. (1983)Mood, misattribution, and jud…Affect, generalization, and the perception of risk. (1983)Affect, generalization, and t…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…A model of investor sentiment /A model of investor sentiment…Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes (2021)Using E-GARCH to Analyze the …The Dynamic Correlations Between Mass Media News and New Media News in Stock Market (2020)The Dynamic Correlations Betw…Risk appetite, idiosyncratic volatility and expected returns (2019)Risk appetite, idiosyncratic …Financial performance assessment of electricity companies: evidence from Portugal (2019)Financial performance assessm…Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets (2018)Revisiting the investor senti…The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)The Structure of Psychological Well-Being. (1970)Availability: A heuristic for judging frequency and probability (1973)Subjective Well-Being (1984)Happiness is everything, or is it? Explorations on the meaning of psychological well-being. (1989)The Emerging Field of Emotion Regulation: An Integrative Review (1998)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Judgment under Uncertainty: Heuristics and Biases (1975)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)
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References

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  • 1985Using daily stock returns6,497 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
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  • n.d.A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2011In Search of Attention3,088 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 1991Investor Diversification and International Equity Markets

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2,542 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 1983Affect, generalization, and the perception of risk.1,854 cited
  • Cited by

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    • 2019Risk appetite, idiosyncratic volatility and expected returns35 cited
    • 2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets32 cited
    • 2021Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes25 cited
    • 2020The Dynamic Correlations Between Mass Media News and New Media News in Stock Market24 cited