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Mutual relevance of investor sentiment and finance by modeling coupled stochastic systems with MARS
16 references·3 citing·38 second hop
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 2003Stochastic Differential Equations2,090 cited
  • 2003Investor Sentiment and the Cross-Section of Stock Returns1,456 cited
  • 1989Annals of operations research1,324 cited
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  • 2011Introduction to Stochastic Calculus Applied to Finance639 cited
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  • 2010How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data234 cited
  • 2016The Psychology and Neuroscience of Financial Decision Making230 cited

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Cited by

  • 2022Robust multivariate adaptive regression splines under cross-polytope uncertainty: an application in a natural gas market37 cited
  • 2022Evaluation of investment preference with phantasy, emotional intelligence, confidence, trust, financial literacy and risk preference29 cited
  • 2022Revisiting Islamic banking efficiency using multivariate adaptive regression splines28 cited