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Can happiness predict future volatility in stock markets?
16 references·3 citing·33 second hop
Can happiness predict future volatility in stock markets? (2020)Can happiness predict future volatility i…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Sentiment Aligned: A…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…A new statistic and practical guidelines for nonparametric Granger causality testing (2006)A new statistic and practical…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Noise (1986)NoiseInvestigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Investor sentiment and its im…Quantile time-frequency connectedness among G7 stock markets and clean energy markets (2023)Quantile time-frequency conne…Effect of twitter investor engagement on cryptocurrencies during the COVID-19 pandemic (2022)Effect of twitter investor en…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)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)Judgment under Uncertainty: Heuristics and Biases (1975)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Investor Psychology and Security Market Under‐ and Overreactions (1998)Policy Uncertainty and Corporate Investment (2015)The Framing of Decisions and the Psychology of Choice (1981)Do Demand Curves for Stocks Slope Down? (1986)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)Oil and the Macroeconomy since World War II (1983)Testing for Granger non-causality in heterogeneous panels (2012)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2011Twitter mood predicts the stock market5,204 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
  • 1986Noise1,783 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing

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  • 2025Investor sentiment and its implication on global financial markets: a systematic review of literature35 cited
  • 2022Effect of twitter investor engagement on cryptocurrencies during the COVID-19 pandemic31 cited
  • 2023Quantile time-frequency connectedness among G7 stock markets and clean energy markets28 cited