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ArticleIntraday sentiment and market returns

Bin Gao2020

Article2020

Intraday sentiment and market returns

Bin Gao · Xi-Hua Liu

28 citations·0/0 files stored·International Review of Economics & Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

2006Investor Sentiment and the Cross‐Section of Stock Returns 1998Investor Psychology and Security Market Under‐ and Overreactions 1997A model of investor sentiment /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1991Inferring Trade Direction from Intraday Data 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 2003Overconfidence and Speculative Bubbles 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation

Cited by

2021Scheduled Macroeconomic News Announcements and Intraday Market Sentiment 2023Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI ‐listed firms 2023Is it all about noise? Investor sentiment and risk nexus: evidence from China 2023Stock-level sentiment contagion and the cross-section of stock returns

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Details

Year2020

Typearticle

Published2020-04-25

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.iref.2020.03.010

openalex_workW3020658334

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