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Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests
16 references·2 citing·46 second hop
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2000What is an Oil Shock?2,194 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing962 cited
  • 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*747 cited
  • 2011New evidence on oil price and firm returns534 cited
  • 1997Approximate Asymptotic P Values for StructuraS-Change Tests520 cited
  • 2008Economic growth and energy consumption revisited — Evidence from linear and nonlinear Granger causality

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453 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • Cited by

    • 2021Investor attention and oil market volatility: Does economic policy uncertainty matter?76 cited
    • 2023Market reaction to climate risk report disclosures: The roles of investor attention and sentiment39 cited