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The mean–variance relation and the role of institutional investor sentiment · Study

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ArticleThe mean–variance relation and the role of institutional investor sentiment

Wenzhao Wang2018

OA

Articlegreen2018

The mean–variance relation and the role of institutional investor sentiment

31 citations·0/0 files stored·Economics Letters

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2006Investor Sentiment and the Cross‐Section of Stock Returns 1987Expected stock returns and volatility 2003Investor sentiment and the near-term stock market 2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics 2005There is a risk-return trade-off after all 2010Investor sentiment and the mean–variance relation☆1994Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns

Cited by

2019Investors' Trading Behaviour and Stock Market Volatility During Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange 2020Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment 2021Institutional investor sentiment and the mean-variance relationship: Global evidence 2021Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market 2023Investor sentiment and the risk–return relation: A two‐in‐one approach

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2021Institutional investor sentiment and the mean-variance relationship: Global evidencearticle · 12 shared references 2023Investor sentiment and the risk–return relation: A two‐in‐one approacharticle · 12 shared references 2018Investor sentiment and the mean-variance relationship: European evidencearticle · 10 shared references 2022The conditional impact of investor sentiment in global stock markets: A two-channel examinationarticle · 7 shared references 2016Investor Sentiment and the Risk-Return Tradeoff in the Brazilian Marketarticle · 7 shared references 2014Investor sentiment and return predictability of disagreementarticle · 6 shared references

Details

Year2018

Typearticle

Published2018-04-13

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations31

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.econlet.2018.04.008

openalex_workW2797879079

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