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Investor sentiment and aggregate stock returns: the role of investor attention · Study

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ArticleInvestor sentiment and aggregate stock returns: the role of investor attention

Cedric L. Mbanga2018

Article2018

Investor sentiment and aggregate stock returns: the role of investor attention

Cedric L. Mbanga · Ali F. Darrat · Jung Chul Park

91 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 1990Noise Trader Risk in Financial Markets 2006Investor Sentiment and the Cross‐Section of Stock Returns 1995The Limits of Arbitrage 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors 2020Integración de los mercados financieros Latinoamericanos por medio de MILA

Cited by

2021Forecasting oil and gold volatilities with sentiment indicators under structural breaks 2025Investor sentiment and its implication on global financial markets: a systematic review of literature 2023Which is more important in stock market forecasting: Attention or sentiment?2021News sentiment and stock market volatility 2020Social media, political uncertainty, and stock markets

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Year2018

Typearticle

Published2018-08-18

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations91

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1007/s11156-018-0753-2

openalex_workW2887610964

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