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Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market?
16 references·14 citing·41 second hop
Does Investor Sentiment Predict the Near‐Term Returns of the Chinese Stock Market? (2018)Does Investor Sentiment Predict the Near‐…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…… and the Cross-Section of Expected Returns (2015)… and the Cross-Section of Ex…Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Sentiment Aligned: A…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…Animal spirits: how human psychology drives the economy, and why it matters for global capitalism (2009)Animal spirits: how human psy…Animal Spirits: How Human Psychology Drives the Economy, and Why it Matters for Global Capitalism (2009)Animal Spirits: How Human Psy…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE! (2006)INDIVIDUAL EQUITY RETURN DATA…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…The Cross Section of Expected REIT Returns (2003)The Cross Section of Expected…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Can the Market Add and Subtra…Predictive regressions (1999)Predictive regressionsInvestor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data (2024)Investor sentiment and stock …The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic (2023)The directional spillover eff…Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors (2023)Investor sentiment and stock …Does sentiment affect stock returns? A meta-analysis across survey-based measures (2023)Does sentiment affect stock r…Does investor sentiment create value for asset pricing? 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(2017)Manager sentiment and stock returns (2018)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)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)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Noise Trader Risk in Financial Markets (1990)Common risk factors in the returns on stocks and bonds (1993)Sentiment During Recessions (2012)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)Corporate financing and investment decisions when firms have information that investors do not have (1984)Has Financial Development Made the World Riskier? 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this work references cited by second hop

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2015… and the Cross-Section of Expected Returns2,112 cited
  • 1999Predictive regressions1,614 cited
  • 2009Animal spirits: how human psychology drives the economy, and why it matters for global capitalism1,446 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2003DotCom Mania: The Rise and Fall of Internet Stock Prices916 cited
  • 2006INDIVIDUAL EQUITY RETURN DATA FROM THOMSON DATASTREAM: HANDLE WITH CARE!893 cited
  • 2003Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs660 cited
  • 2003The Cross Section of Expected REIT Returns518 cited

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2009
Animal Spirits: How Human Psychology Drives the Economy, and Why it Matters for Global Capitalism
333 cited

Cited by

  • 2021The Investor Psychology and Stock Market Behavior During the Initial Era of COVID-19: A Study of China, Japan, and the United States131 cited
  • 2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence54 cited
  • 2021Impact of COVID‐19 pandemic on risk transmission between googling investor’s sentiment, the Chinese stock and bond markets43 cited
  • 2021Sentiment indices and stock returns: Evidence from China38 cited
  • 2021Stock Market’s responses to intraday investor sentiment38 cited
  • 2023Does sentiment affect stock returns? A meta-analysis across survey-based measures34 cited
  • 2023Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors30 cited
  • 2020COVID-19 and investor sentiment influence on the US and European countries sector returns29 cited
  • 2024Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data28 cited
  • 2023The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic27 cited
  • 2023Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI ‐listed firms24 cited
  • 2022The COVID-19 Pandemic and Overconfidence Bias: The Case of Cyclical and Defensive Sectors21 cited
  • 2022Post-COVID-19 investor psychology and individual investment decision: A moderating role of information availability18 cited
  • 2022The marketing‐finance interface and national well‐being: An operant behavioral economics analysis7 cited