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The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets
16 references·3 citing·37 second hop
The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets (2018)The influence of investor sentiment on th…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Time Series Momentum (2011)Time Series MomentumIs gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Do Precious Metals Shine? An Investment Perspective (2006)Do Precious Metals Shine? An …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Gold as a hedge against the dollar (2005)Gold as a hedge against the d…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…The Investor Fear Gauge (2000)The Investor Fear GaugePrice Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Price Formation and Liquidity…Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Night trading and market quality: Evidence from Chinese and US precious metal futures markets (2020)Night trading and market qual…Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence (2020)Can overnight return really s…How does FX liquidity affect the relationship between foreign ownership and stock liquidity? (2019)How does FX liquidity affect …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Continuous Auctions and Insider Trading (1985)Disclosure, Liquidity, and the Cost of Capital (1991)Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)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)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Does Academic Research Destroy Stock Return Predictability? (2015)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)
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References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2011Time Series Momentum1,470 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2000The Investor Fear Gauge1,097 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 2005Gold as a hedge against the dollar

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572 cited
  • 2006Do Precious Metals Shine? An Investment Perspective479 cited
  • Cited by

    • 2020Night trading and market quality: Evidence from Chinese and US precious metal futures markets34 cited
    • 2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?30 cited
    • 2020Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence30 cited