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The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment
16 references·16 citing·38 second hopsampled
The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment (2016)The contagion effect of international cru…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Investor attention, index performance, and return predictability (2014)Investor attention, index per…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …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…When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2003)When Does the Market Matter? …IPO Pricing in the Dot‐com Bubble (2003)IPO Pricing in the Dot‐com Bu…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms (2002)When Does the Market Matter? …Investor Sentiment and Stock Returns (2000)Investor Sentiment and Stock …Do Measures of Investor Sentiment Predict Returns? (1998)Do Measures of Investor Senti…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers (2022)Integrated decision recommend…The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market (2021)The importance of extreme sho…The historic oil price fluctuation during the Covid-19 pandemic: What are the causes? (2021)The historic oil price fluctu…Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach (2021)Tail risk connectedness in th…Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches (2020)Systemic risk spillovers betw…Preventing carbon emission retaliatory rebound post-COVID-19 requires expanding free trade and improving energy efficiency (2020)Preventing carbon emission re…Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects (2020)Implied volatility relationsh…Impact of the global financial crisis on the crude oil market (2020)Impact of the global financia…Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis (2019)Relationship between the oil …Is Oil Political? From the Perspective of Geopolitical Risk (2019)Is Oil Political? From the Pe…Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect (2019)Dynamic impacts of crude oil …Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile (2018)Risk spillover of internation…Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea (2018)Impact of oil price change on…Financial risk network architecture of energy firms (2018)Financial risk network archit…How does investor attention affect international crude oil prices? (2017)How does investor attention a…Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model (2017)Asymmetric Impact of Oil Pric…Stock Returns, Real Activity, Inflation, and Money (1981)What is an Oil Shock? (2000)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)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)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Does Academic Research Destroy Stock Return Predictability? (2015)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and Asset Valuation (2005)Sentiment During Recessions (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)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)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)On Persistence in Mutual Fund Performance (1997)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Individual Investor Trading and Stock Returns (2008)The short of it: Investor sentiment and anomalies (2011)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Policy Uncertainty and Corporate Investment (2015)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financing Constraints and Corporate Investment (1988)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)Corporate social responsibility and access to finance (2013)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2003When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms1,143 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2003IPO Pricing in the Dot‐com Bubble905 cited
  • 2002When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms785 cited
  • 2000Investor Sentiment and Stock Returns648 cited
  • 1998Do Measures of Investor Sentiment Predict Returns?516 cited

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  • 2014Investor attention, index performance, and return predictability391 cited
  • Cited by

    • 2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis159 cited
    • 2020Preventing carbon emission retaliatory rebound post-COVID-19 requires expanding free trade and improving energy efficiency148 cited
    • 2017Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model130 cited
    • 2021The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?116 cited
    • 2020Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects110 cited
    • 2017How does investor attention affect international crude oil prices?102 cited
    • 2018Impact of oil price change on airline's stock price and volatility: Evidence from China and South Korea101 cited
    • 2021Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach101 cited
    • 2019Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect90 cited
    • 2019Is Oil Political? From the Perspective of Geopolitical Risk88 cited
    • 2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches80 cited
    • 2018Financial risk network architecture of energy firms79 cited
    • 2022Integrated decision recommendation system using iteration-enhanced collaborative filtering, golden cut bipolar for analyzing the risk-based oil market spillovers79 cited
    • 2020Impact of the global financial crisis on the crude oil market78 cited
    • 2018Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile74 cited
    • 2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market70 cited