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Overnight stock returns, intraday returns, and firm-specific investor sentiment
16 references·1 citing·29 second hop
Overnight stock returns, intraday returns, and firm-specific investor sentiment (2020)Overnight stock returns, intraday returns…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…A five-factor asset pricing model (2014)A five-factor asset pricing m…Investor Sentiment and Stock Market Response to Earnings News (2012)Investor Sentiment and Stock …Cognitive Dissonance, Sentiment, and Momentum (2012)Cognitive Dissonance, Sentime…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Journalists and the Stock Market (2011)Journalists and the Stock Mar…Investor Sentiment and Corporate Disclosure (2008)Investor Sentiment and Corpor…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Sentiment Measures (2004)Investor Sentiment MeasuresOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Fads, Martingales, and Market Efficiency (1990)Fads, Martingales, and Market…The Value of “Brand” in the Chinese Stock Market: The Impact of Brand Attention on Stock Performance and the Moderation Role of Investor Sentiment (2022)The Value of “Brand” in the C…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)The Behavior of Stock-Market Prices (1965)Judgment under Uncertainty: Heuristics and Biases (1975)Continuous Auctions and Insider Trading (1985)From Efficient Markets Theory to Behavioral Finance (2003)The Impact of Social Structure on Economic Outcomes (2005)Value and Momentum Everywhere (2013)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Data mining with big data (2013)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social Media: Defining, Developing, and Divining (2015)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Multifactor Explanations of Asset Pricing Anomalies (1996)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)In Search of Attention (2011)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Editor's Choice Digesting Anomalies: An Investment ApproachDigesting Anomalies: An Investment Approach (2012)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2014A five-factor asset pricing model8,065 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2011Twitter mood predicts the stock market5,252 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,834 cited
  • 1990The Noise Trader Approach to Finance1,659 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,399 cited
  • 2011Journalists and the Stock Market474 cited
  • 2012Investor Sentiment and Stock Market Response to Earnings News411 cited
  • 2012Cognitive Dissonance, Sentiment, and Momentum407 cited
  • 2004Investor Sentiment Measures399 cited
  • 2008Investor Sentiment and Corporate Disclosure

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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 Sentiment15 cited