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Which Sentiment Indicators Matter? Evidence from the European Commercial Real Estate Market
16 references·0 citing·43 second hopsampled
Which Sentiment Indicators Matter? Evidence from the European Commercial Real Estate Market (2020)Which Sentiment Indicators Matter? Eviden…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Predicting the Present with Google Trends (2012)Predicting the Present with G…In Search of Attention (2011)In Search of AttentionComplex dynamics of our economic life on different scales: insights from search engine query data (2010)Complex dynamics of our econo…Investor sentiment and the stock market’s reaction to monetary policy (2009)Investor sentiment and the st…Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment (2008)Commercial Real Estate Valuat…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…The Predictive Power of the Index of Consumer Sentiment (2001)The Predictive Power of the I…Does consumer sentiment forecast household spending? (1998)Does consumer sentiment forec…Does Consumer Sentiment Forecast Household Spending? If So, Why? (1994)Does Consumer Sentiment Forec…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…The Efficiency of the Market for Single-Family Homes (1988)The Efficiency of the Market …Applied Economic Forecasting (1967)Applied Economic ForecastingEconomic Forecasts and Policy. (1959)Economic Forecasts and Policy.A Regression Method for Real Estate Price Index Construction (1963)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Rational herding in financial economics (1996)Is There a Bubble in the Housing Market? (2003)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)Short- Term Interest Rates as Predictors of Inflation (2021)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The equity premium: A puzzle (1985)Habit Formation: A Resolution of the Equity Premium Puzzle (1990)Consumer Confidence and Consumer Spending (2004)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Information, Animal Spirits, and the Meaning of Innovations in Consumer Confidence (2012)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Stock market response to monetary and fiscal policy shocks: Multi-country evidence (2012)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Informational Role of Social Media: Evidence from Twitter Sentiment (2018)Trends and random walks in macroeconmic time series (1982)Google Econometrics and Unemployment Forecasting (2009)Forecasting private consumption: survey-based indicators vs. Google trends (2011)Twitter mood predicts the stock market (2011)Big Data: New Tricks for Econometrics (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)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)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Textual Analysis in Accounting and Finance: A Survey (2016)Investor Psychology and Security Market Under‐ and Overreactions (1998)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Carbon Tail Risk (2018)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2011In Search of Attention3,124 cited
  • 2012Predicting the Present with Google Trends2,594 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • 1988The Efficiency of the Market for Single-Family Homes1,828 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 1994Does Consumer Sentiment Forecast Household Spending? If So, Why?636 cited
  • 2009Investor sentiment and the stock market’s reaction to monetary policy384 cited
  • 1959Economic Forecasts and Policy.325 cited
  • 2010Complex dynamics of our economic life on different scales: insights from search engine query data282 cited
  • 1967Applied Economic Forecasting280 cited
  • 2008Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment224 cited
  • 2001The Predictive Power of the Index of Consumer Sentiment214 cited
  • 1998

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Does consumer sentiment forecast household spending?
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