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Googling Investor’s Sentiment: Powerful Measure in Conventional and Islamic MENA Financial Markets
16 references·4 citing·36 second hopsampled
Googling Investor’s Sentiment: Powerful Measure in Conventional and Islamic MENA Financial Markets (2018)Googling Investor’s Sentiment: Powerful M…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Risk and return characteristics of Islamic equity funds (2011)Risk and return characteristi…Measuring economic uncertainty and its impact on the stock market (2011)Measuring economic uncertaint…In Search of Attention (2011)In Search of AttentionGoogle search volume and its influence on liquidity and returns of German stocks (2011)Google search volume and its …Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search (2011)Forecasting abnormal stock re…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …Investor Sentiment and Corporate Disclosure (2008)Investor Sentiment and Corpor…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Ethical Investment Revisited (2005)Ethical Investment RevisitedDynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…The dispositional effects of holidays on investor sentiment: Therapeutic and hygienic (2023)The dispositional effects of …Forecasting Bitcoin returns using machine learning algorithms: impact of investor sentiment (2023)Forecasting Bitcoin returns u…Does investor sentiment differently affect stocks in different sectors? Evidence from China (2021)Does investor sentiment diffe…Predicting the effect of Googling investor sentiment on Islamic stock market returns (2020)Predicting the effect of Goog…Noise Trader Risk in Financial Markets (1990)Law and Finance (1998)Unit root tests in panel data: asymptotic and finite-sample properties (2002)When Does Investor Sentiment Predict Stock Returns? (2010)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Hedging geopolitical risk with precious metals (2020)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Textual Analysis in Accounting and Finance: A Survey (2016)Investor Psychology and Security Market Under‐ and Overreactions (1998)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Sentiment During Recessions (2012)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)Global, local, and contagious investor sentiment (2011)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)
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References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2011In Search of Attention3,088 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2009Investor sentiment and stock returns: Some international evidence880 cited
  • 2011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search377 cited
  • 2008Investor Sentiment and Corporate Disclosure352 cited
  • 2011Risk and return characteristics of Islamic equity funds305 cited
  • 2011Google search volume and its influence on liquidity and returns of German stocks300 cited
  • 2011Measuring economic uncertainty and its impact on the stock market239 cited

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  • 2005Ethical Investment Revisited235 cited
  • Cited by

    • 2021Does investor sentiment differently affect stocks in different sectors? Evidence from China27 cited
    • 2023Forecasting Bitcoin returns using machine learning algorithms: impact of investor sentiment27 cited
    • 2020Predicting the effect of Googling investor sentiment on Islamic stock market returns25 cited
    • 2023The dispositional effects of holidays on investor sentiment: Therapeutic and hygienic19 cited