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A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns
16 references·1 citing·40 second hop
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 2003Analysis of Panel Data7,858 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2012Testing for Granger non-causality in heterogeneous panels5,911 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2013Prospect Theory: An Analysis of Decision Under Risk3,087 cited
  • 2016Textual Analysis in Accounting and Finance: A Survey2,279 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2010Individualism and Momentum around the World1,312 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited

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  • 2004Market liquidity as a sentiment indicator1,245 cited
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    • 2021Impact of education, age and gender on investor's sentiment: A survey of practitioners22 cited