References

• 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
• 1991Inferring Trade Direction from Intraday Data3,150 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 market1,390 cited
• 2004Market liquidity as a sentiment indicator1,294 cited
• 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
• 2005Investor Sentiment and Asset Valuation1,143 cited
• 2011Global, local, and contagious investor sentiment1,061 cited
• 2007Liquidity and Market Efficiency984 cited
• 2002Order imbalance, liquidity, and market returns927 cited
• 2008Do Retail Trades Move Markets?913 cited
• 2009Investor sentiment and stock returns: Some international evidence909 cited
• 2010Investor sentiment and the mean–variance relation☆694 cited
• 2019Investment Management and Financial Innovations686 cited
• 2009The ostrich effect: Selective attention to information625 cited