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The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis
16 references·5 citing·48 second hop
The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis (2019)The relationship between emerging and dev…Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …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…Liquidity of emerging markets (2005)Liquidity of emerging marketsInvestor sentiment and the near-term stock market (2003)Investor sentiment and the ne…A New Approach to Measuring Financial Contagion (2003)A New Approach to Measuring F…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…On crises, contagion, and confusion (2000)On crises, contagion, and con…Emerging equity market volatility (1997)Emerging equity market volati…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Long memory relationships and the aggregation of dynamic models (1980)Long memory relationships and…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis (2024)Demystifying the dynamic rela…From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets (2022)From sentiment to systemic ri…The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis (2021)The relationship between the …Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations (2021)Faith-based investments and t…Does investor sentiment differently affect stocks in different sectors? Evidence from China (2021)Does investor sentiment diffe…The General Theory of Employment, Interest and Money. 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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,579 cited
  • 1980Long memory relationships and the aggregation of dynamic models1,448 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2000On crises, contagion, and confusion1,270 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2003A New Approach to Measuring Financial Contagion1,015 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2009Investor sentiment and stock returns: Some international evidence880 cited
  • 2005Liquidity of emerging markets

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838 cited

Cited by

  • 2021The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis85 cited
  • 2021Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations72 cited
  • 2022From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets33 cited
  • 2021Does investor sentiment differently affect stocks in different sectors? Evidence from China27 cited
  • 2024Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis26 cited