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On the relationship between investor sentiment, VIX and trading volume
16 references·2 citing·36 second hop
On the relationship between investor sentiment, VIX and trading volume (2015)On the relationship between investor sent…Investor sentiment and the mean–variance relation☆ (2010)Investor sentiment and the me…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…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Stock market volatility, excess returns, and the role of investor sentiment (2002)Stock market volatility, exce…Trading activity and expected stock returns (2001)Trading activity and expected…Market Liquidity and Trading Activity (2001)Market Liquidity and Trading …Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?Do Measures of Investor Sentiment Predict Returns? (1998)Do Measures of Investor Senti…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Noise (1986)NoiseProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange (2022)The impact of investor sentim…RİSK İŞTAHININ PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN İNCELENMESİ (2020)RİSK İŞTAHININ PAY GETİRİLERİ…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)Investor Psychology and Security Market Under‐ and Overreactions (1998)Judgment under Uncertainty: Heuristics and Biases (1975)From Efficient Markets Theory to Behavioral Finance (2003)The Impact of Social Structure on Economic Outcomes (2005)Value and Momentum Everywhere (2013)Risk, Ambiguity, and the Savage Axioms (1961)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)The relationship between return and market value of common stocks (1981)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Asset pricing with liquidity risk (2005)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Framing of Decisions and the Psychology of Choice (1981)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Efficient Capital Markets: II (1991)Advances in prospect theory: Cumulative representation of uncertainty (1992)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)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)
this work references cited by second hop

References

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  • 2010Investor sentiment and the mean–variance relation☆694 cited
  • 1998Do Measures of Investor Sentiment Predict Returns?516 cited

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Cited by

  • 2022The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange22 cited
  • 2020RİSK İŞTAHININ PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN İNCELENMESİ18 cited