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Investor sentiment, trading behavior and stock returns
15 references·16 citing·38 second hopsampled
Investor sentiment, trading behavior and stock returns (2016)Investor sentiment, trading behavior and …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Investor trading behavior, investor sentiment and asset prices (2015)Investor trading behavior, in…Investor sentiment and return predictability of disagreement (2014)Investor sentiment and return…Expectations of Returns and Expected Returns (2014)Expectations of Returns and E…Investor herding behaviour of Chinese stock market (2013)Investor herding behaviour of…How Wise Are Crowds? Insights from Retail Orders and Stock Returns (2013)How Wise Are Crowds? Insights…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30 (2008)Technical analysis and the Lo…Informed trading in the index option market: The case of KOSPI 200 options (2008)Informed trading in the index…Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Dumb money: Mutual fund flows…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…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments (2022)Stock index direction forecas…Renewable energy stocks forecast using Twitter investor sentiment and deep learning (2022)Renewable energy stocks forec…The role of investor behavior in emerging stock markets: Evidence from Vietnam (2021)The role of investor behavior…The Measurement Method of Investor Sentiment and Its Relationship with Stock Market (2021)The Measurement Method of Inv…Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China (2021)Investor sentiment and predic…Information uncertainty, investor sentiment, and analyst reports (2021)Information uncertainty, inve…Do sentiment trades explain investor overconfidence around analyst recommendation revisions? (2021)Do sentiment trades explain i…Asymmetric relationship of investor sentiment with stock return and volatility: evidence from India (2020)Asymmetric relationship of in…Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market (2019)Investor sentiment, stock ret…Investor Sentiment, Market Competition, and Financial Crisis: Evidence from the Korean Stock Market (2019)Investor Sentiment, Market Co…Firm-specific investor sentiment and the stock market response to earnings news (2019)Firm-specific investor sentim…Risk Compensation and Market Returns: The Role of Investor Sentiment in the Stock Market (2018)Risk Compensation and Market …Firm-specific investor sentiment and daily stock returns (2018)Firm-specific investor sentim…Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market (2017)Investor sentiment, asset ret…Information asymmetry and investor trading behavior around bond rating change announcements (2017)Information asymmetry and inv…Option Market Characteristics and Price Monotonicity Violations (2016)Option Market Characteristics…Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Flow-Based Explanation for Return Predictability (2012)Money Doctors (2014)Noise Trader Risk in Financial Markets (1990)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)X-CAPM: An extrapolative capital asset pricing model (2014)Diagnostic Expectations and Credit Cycles (2017)Manager sentiment and stock returns (2018)The General Theory of Employment, Interest and Money. (1936)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Investor Sentiment and Asset Valuation (2005)Sentiment During Recessions (2012)The Cross-Section of Expected Stock Returns (1992)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)Corporate financing and investment decisions when firms have information that investors do not have (1984)Has Financial Development Made the World Riskier? (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On Persistence in Mutual Fund Performance (1997)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Individual Investor Trading and Stock Returns (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Mispricing Factors (2016)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Policy Uncertainty and Corporate Investment (2015)Winners in the spotlight: Media coverage of fund holdings as a driver of flows (2014)Crowdsourced Employer Reviews and Stock Returns (2018)Will Humans-in-the-Loop Become Borgs? Merits and Pitfalls of Working with AI (2021)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2014Expectations of Returns and Expected Returns1,187 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 2013How Wise Are Crowds? Insights from Retail Orders and Stock Returns513 cited
  • 2013Investor herding behaviour of Chinese stock market352 cited
  • 2008Technical analysis and the London stock exchange: testing the MACD and RSI rules using the FT30220 cited
  • 2008Informed trading in the index option market: The case of KOSPI 200 options174 cited
  • 2015Investor trading behavior, investor sentiment and asset prices137 cited
  • 2014Investor sentiment and return predictability of disagreement125 cited

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Cited by

  • 2018Risk Compensation and Market Returns: The Role of Investor Sentiment in the Stock Market95 cited
  • 2018Firm-specific investor sentiment and daily stock returns94 cited
  • 2021Information uncertainty, investor sentiment, and analyst reports84 cited
  • 2017Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market80 cited
  • 2019Firm-specific investor sentiment and the stock market response to earnings news79 cited
  • 2022Renewable energy stocks forecast using Twitter investor sentiment and deep learning69 cited
  • 2021Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China68 cited
  • 2021Do sentiment trades explain investor overconfidence around analyst recommendation revisions?57 cited
  • 2016Option Market Characteristics and Price Monotonicity Violations54 cited
  • 2019Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market54 cited
  • 2017Information asymmetry and investor trading behavior around bond rating change announcements49 cited
  • 2019Investor Sentiment, Market Competition, and Financial Crisis: Evidence from the Korean Stock Market45 cited
  • 2021The Measurement Method of Investor Sentiment and Its Relationship with Stock Market43 cited
  • 2022Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments41 cited
  • 2021The role of investor behavior in emerging stock markets: Evidence from Vietnam40 cited
  • 2020Asymmetric relationship of investor sentiment with stock return and volatility: evidence from India40 cited