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RİSK İŞTAHININ PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN İNCELENMESİ
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RİSK İŞTAHININ PAY GETİRİLERİ ÜZERİNDEKİ ETKİSİNİN İNCELENMESİ (2020)RİSK İŞTAHININ PAY GETİRİLERİ ÜZERİNDEKİ …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…The importance of fear: investor sentiment and stock market returns (2017)The importance of fear: inves…Investor Trading Behavior and Sentiment in Futures Markets (2017)Investor Trading Behavior and…On the relationship between investor sentiment, VIX and trading volume (2015)On the relationship between i…Borsa İstanbul (BIST) 100 Endeksi İle Zımni Volatilite (VIX) Endeksi Arasındaki Eş-Bütünleşme Ve Granger Nedensellik (2015)Borsa İstanbul (BIST) 100 End…EFFECT OF INVESTOR SENTIMENT ON STOCK MARKETS (2014)EFFECT OF INVESTOR SENTIMENT …Is VIX an investor fear gauge in BRIC equity markets? (2012)Is VIX an investor fear gauge…Consumer Confidence and Stock Returns (2003)Consumer Confidence and Stock…Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows (2002)Investor Sentiment in Japanes…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 Relationship between Investors’ Risk Appetite Index and Fear Indices: An Empirical Application with ARDL in Turkey (2022)The Relationship between Inve…The quality of market volatility forecasts implied by S&P 100 index option prices (1998)Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high-frequency index returns (2001)Volatility spillovers between the Chinese and world equity markets (2011)BİST-100 VE BİST SEKTÖR ENDEKSLERİ İLE VIX ENDEKSİ ARASINDAKİ İLİŞKİSİNİN ANALİZİ (2018)KORKU ENDEKSİ (VIX) İLE BIST 100 ARASINDAKİ İLİŞKİ: FREKANS ALANI NEDENSELLİK ANALİZİ (2018)Korku Endeksi, Hisse Senedi Piyasası ve Döviz Kuru İlişkisi: Türkiye İçin Ampirik Bir Analiz (2019)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Tüketici Güven Endeksi İle Borsa İstanbul Sektör Endeksleri Arasındaki İlişkisinin Araştırılması (2018)TÜKETİCİ GÜVENİNİN MAKROEKONOMİK BELİRLEYİCİLERİ: BİR ZAMAN SERİSİ ANALİZİ (2018)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities (2018)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Predicting stock market index using LSTM (2022)Inferring Trade Direction from Intraday Data (1991)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The short of it: Investor sentiment and anomalies (2011)Impact of investor sentiment on decision-making in Indian stock market: an empirical analysis (2019)Retail investor attention and stock price crash risk: Evidence from China (2019)Dual effects of investor sentiment and uncertainty in financial markets (2024)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Fear of the coronavirus and the stock markets (2020)Feverish sentiment and global equity markets during the COVID-19 pandemic (2021)The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach (2021)Investor Sentiment and Stock Returns (2000)Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption (2004)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Investor sentiment and stock returns: Some international evidence (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Policy Uncertainty and Corporate Investment (2015)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)
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References

  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2003Consumer Confidence and Stock Returns412 cited
  • 2017The importance of fear: investor sentiment and stock market returns207 cited
  • 2012Is VIX an investor fear gauge in BRIC equity markets?193 cited
  • 2002Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows93 cited
  • 2017Investor Trading Behavior and Sentiment in Futures Markets56 cited
  • 2015Borsa İstanbul (BIST) 100 Endeksi İle Zımni Volatilite (VIX) Endeksi Arasındaki Eş-Bütünleşme Ve Granger Nedensellik52 cited
  • 2014EFFECT OF INVESTOR SENTIMENT ON STOCK MARKETS28 cited
  • 2015On the relationship between investor sentiment, VIX and trading volume22 cited

Cited by

  • 2022The Relationship between Investors’ Risk Appetite Index and Fear Indices: An Empirical Application with ARDL in Turkey15 cited

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