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The momentum and reversal effects of investor sentiment on stock prices · Study

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ArticleThe momentum and reversal effects of investor sentiment on stock prices

Jinfang Li2020

Article2020

The momentum and reversal effects of investor sentiment on stock prices

26 citations·0/0 files stored·The North American Journal of Economics and Finance

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

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References

1965The Behavior of Stock-Market Prices 1990Noise Trader Risk in Financial Markets 2006Investor Sentiment and the Cross‐Section of Stock Returns 1998Investor Psychology and Security Market Under‐ and Overreactions 1997A model of investor sentiment /2020Integración de los mercados financieros Latinoamericanos por medio de MILA 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 1986Noise

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2022The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment

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Year2020

Typearticle

Published2020-07-24

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.najef.2020.101263

openalex_workW3044357599

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