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Investor sentiment and its role in asset pricing: An empirical study for India
16 references·4 citing·27 second hop
Investor sentiment and its role in asset pricing: An empirical study for India (2019)Investor sentiment and its role in asset …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…A five-factor asset pricing model (2014)A five-factor asset pricing m…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Disappearing dividends: chang…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The New Issues Puzzle (1995)The New Issues PuzzleContrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…The relationship between return and market value of common stocks (1981)The relationship between retu…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI ‐listed firms (2023)Does investor sentiment creat…The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange (2022)The impact of investor sentim…What make investors herd while investing in the Indian stock market? A hybrid approach (2021)What make investors herd whil…Asymmetric relationship of investor sentiment with stock return and volatility: evidence from India (2020)Asymmetric relationship of in…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Editor's Choice Digesting Anomalies: An Investment ApproachDo Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 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
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1995The New Issues Puzzle3,550 cited
  • 2001Disappearing dividends: changing firm characteristics or lower propensity to pay?3,039 cited

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  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • Cited by

    • 2021What make investors herd while investing in the Indian stock market? A hybrid approach42 cited
    • 2020Asymmetric relationship of investor sentiment with stock return and volatility: evidence from India40 cited
    • 2023Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI ‐listed firms24 cited
    • 2022The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange22 cited