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Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach
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Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach (2020)Investor sentiment and dollar-pound excha…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Measuring Investor Sentiment (2018)Measuring Investor SentimentPolitical Cycles and Stock Returns (2017)Political Cycles and Stock Re…The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series (2016)The cross-quantilogram: Measu…Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Sentiment Aligned: A…Sentiment During Recessions (2012)Sentiment During RecessionsWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…The rise and fall of the dollar (or when did the dollar replace sterling as the leading reserve currency?) (2009)The rise and fall of the doll…A Long‐Run Non‐Linear Approach to the Fisher Effect (2007)A Long‐Run Non‐Linear Approac…The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior (2006)The out-of-sample forecasting…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…A test for independence based on the correlation dimension (1996)A test for independence based…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Noise (1986)NoiseAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)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)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Tail risk premia and return predictability (2015)A Theory of Cognitive Dissonance (2017)Cryptocurrency: A New Investment Opportunity? (2017)Manager sentiment and stock returns (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Prospect theory: An analysis of decision under risk (1988)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)News implied volatility and disaster concerns (2016)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Investor Sentiment and Asset Valuation (2005)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Mispricing Factors (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)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 1986Noise1,783 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2016The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series553 cited
  • 2009The rise and fall of the dollar (or when did the dollar replace sterling as the leading reserve currency?)225 cited
  • 2018Measuring Investor Sentiment210 cited
  • 2017Political Cycles and Stock Returns187 cited
  • 2007A Long‐Run Non‐Linear Approach to the Fisher Effect84 cited
  • 2006

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The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior
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