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

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References

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2001GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics1,224 cited
2005There is a risk-return trade-off after all1,019 cited
2010Investor sentiment and the mean–variance relation☆694 cited
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2015Investor Sentiment, Beta, and the Cost of Equity Capital310 cited
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Cited by

2019Investors' Trading Behaviour and Stock Market Volatility During Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange27 cited
2020Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment27 cited
2021

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Institutional investor sentiment and the mean-variance relationship: Global evidence

27 cited

2021Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market23 cited

2023Investor sentiment and the risk–return relation: A two‐in‐one approach20 cited

2022Book-tax differences and risk: Does shareholder activism matter?15 cited