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Measuring China's Stock Market Sentiment
16 references·1 citing·33 second hop
Measuring China's Stock Market Sentiment (2019)Measuring China's Stock Market SentimentMeasuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Thinking, Fast and Slow (2011)Thinking, Fast and SlowInvestor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Cognitive Structure of Emotions (1988)The Cognitive Structure of Em…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…What investors say is what the market says: measuring China’s real investor sentiment (2021)What investors say is what th…Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Econometric Analysis of Cross Section and Panel Data (2001)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Dual-Process Theories of Higher Cognition (2013)Managerial cognitive capabilities and the microfoundations of dynamic capabilities (2014)Lazy, not biased: Susceptibility to partisan fake news is better explained by lack of reasoning than by motivated reasoning (2018)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 2011Thinking, Fast and Slow14,316 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1988The Cognitive Structure of Emotions6,207 cited

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  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
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    • 2021What investors say is what the market says: measuring China’s real investor sentiment27 cited