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Does investor sentiment affect stock price crash risk?
16 references·1 citing·43 second hopsampled
Does investor sentiment affect stock price crash risk? (2019)Does investor sentiment affect stock pric…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…A six-factor asset pricing model (2018)A six-factor asset pricing mo…Behavioral Economics: Past, Present, and Future (2016)Behavioral Economics: Past, P…CEO Overconfidence and Stock Price Crash Risk (2015)CEO Overconfidence and Stock …A five-factor asset pricing model (2014)A five-factor asset pricing m…Does Investor Sentiment Affect Earnings Management? (2013)Does Investor Sentiment Affec…Investor Sentiment and Stock Market Response to Earnings News (2012)Investor Sentiment and Stock …Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate tax avoidance and s…CFOs versus CEOs: Equity incentives and crashes (2011)CFOs versus CEOs: Equity ince…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…The Stock Market and Corporate Investment: A Test of Catering Theory (2008)The Stock Market and Corporat…Investor Sentiment and Corporate Disclosure (2008)Investor Sentiment and Corpor…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Forecasting crashes: trading …Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Firm-specific investor sentiment, stock price synchronicity, and crash risk (2021)Firm-specific investor sentim…Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)Corporate social responsibility and stock price crash risk (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)Management ownership and market valuation (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Accounting Conservatism and Stock Price Crash Risk: Firm‐level Evidence (2014)Religion and Stock Price Crash Risk (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Using daily stock returns (1985)Detecting Earnings Management. (1995)Corporate Governance and Equity Prices (2003)Earnings Management through Real Activities Manipulation (2003)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)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)The Pricing of Options and Corporate Liabilities (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)Chapter 18 A survey of behavioral finance (2003)Who Gambles in the Stock Market? (2009)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)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)The Economics and Psychology of Personality Traits (2008)Narrative Economics (2017)Shaped by their daughters: Executives, female socialization, and corporate social responsibility (2017)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 2014A five-factor asset pricing model7,841 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 2011Corporate tax avoidance and stock price crash risk: Firm-level analysis2,154 cited
  • 2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices1,918 cited
  • 2011CFOs versus CEOs: Equity incentives and crashes1,219 cited
  • 2016Behavioral Economics: Past, Present, and Future793 cited
  • 2008The Stock Market and Corporate Investment: A Test of Catering Theory747 cited
  • 2015CEO Overconfidence and Stock Price Crash Risk693 cited
  • 2012Investor Sentiment and Stock Market Response to Earnings News411 cited
  • 2008Investor Sentiment and Corporate Disclosure352 cited
  • 2018A six-factor asset pricing model148 cited
  • 2013

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Does Investor Sentiment Affect Earnings Management?
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  • 2021Firm-specific investor sentiment, stock price synchronicity, and crash risk22 cited