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The Validity of Investor Sentiment Proxies
14 references·0 citing·40 second hopsampled
The Validity of Investor Sentiment Proxies (2016)The Validity of Investor Sentiment ProxiesIntegración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Reuters Sentiment and Stock Returns (2014)Reuters Sentiment and Stock R…News sentiment in the gold futures market (2014)News sentiment in the gold fu…Are Institutions Informed About News? (2014)Are Institutions Informed Abo…Sentiment During Recessions (2012)Sentiment During RecessionsThe short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Reuters Sentiment and Stock Returns (2011)Reuters Sentiment and Stock R…News Sensitivity and the Cross - Section of Stock Returns (2011)News Sensitivity and the Cros…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…When Does Investor Sentiment Predict Stock Returns? (2010)When Does Investor Sentiment …Investor sentiment and the mean–variance relation☆ (2010)Investor sentiment and the me…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Manager sentiment and stock returns (2018)COVID-19 lockdowns, stimulus packages, travel bans, and stock returns (2020)The General Theory of Employment, Interest and Money. (1936)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Prospect theory: An analysis of decision under risk (1988)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)News implied volatility and disaster concerns (2016)Textual Analysis in Accounting and Finance: A Survey (2016)Continuous Auctions and Insider Trading (1985)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)News vs. Sentiment: Predicting Stock Returns from News Stories (2017)How news and its context drive risk and returns around the world (2019)Informing the Market: The Effect of Modern Information Technologies on Information Production (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)In Search of Attention (2011)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Noise Trader Risk in Financial Markets (1990)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Mispricing Factors (2016)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Asymmetric effects of investor sentiment on industry stock returns: Panel data evidence (2012)Investor Sentiment and Economic Forces (2012)Investor sentiment and stock returns: Global evidence (2021)Investor Psychology and Security Market Under‐ and Overreactions (1998)Policy Uncertainty and Corporate Investment (2015)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2010Investor sentiment and the mean–variance relation☆694 cited
  • 2014Are Institutions Informed About News?285 cited
  • 2010When Does Investor Sentiment Predict Stock Returns?274 cited
  • 2014News sentiment in the gold futures market164 cited
  • 2014Reuters Sentiment and Stock Returns98 cited
  • 2011News Sensitivity and the Cross - Section of Stock Returns43 cited
  • 2011Reuters Sentiment and Stock Returns34 cited

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