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Shipping investor sentiment and international stock return predictability
16 references·8 citing·39 second hop
Shipping investor sentiment and international stock return predictability (2016)Shipping investor sentiment and internati…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)THE ROLE OF INVENTORIES AND S…Size, value, and momentum in international stock returns (2012)Size, value, and momentum in …Sentiment During Recessions (2012)Sentiment During RecessionsThe short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Out-of-Sample Equity Premium …Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Stock Return Predictability: Is it There? (2006)Stock Return Predictability: …Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Predictive regressions (1999)Predictive regressionsAn Inquiry into the Nature and Causes of the Wealth of Nations (1776)An Inquiry into the Nature an…Container freight rate forecasting with improved accuracy by integrating soft facts from practitioners (2021)Container freight rate foreca…Can Stock Investor Sentiment Be Contagious in China? (2020)Can Stock Investor Sentiment …A new European investor sentiment index (EURsent) and its return and volatility predictability (2020)A new European investor senti…Investor herding behaviour in globally listed shipping stocks (2019)Investor herding behaviour in…Can the Baltic Dry Index predict foreign exchange rates? (2019)Can the Baltic Dry Index pred…A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method (2019)A novel hybrid approach to Ba…The Giant's Pull: How Macroeconomic Conditions in China Explain Leverage Decisions in Thailand's Shipping SMEs (2018)The Giant's Pull: How Macroec…Shipping Equity Risk Behavior and Portfolio Management (2018)Shipping Equity Risk Behavior…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Presidential Address: Discount Rates (2011)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Value and Momentum Everywhere (2013)Choosing factors (2018)Climate risks and market efficiency (2018)The General Theory of Employment, Interest and Money. (1936)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Time to Build and Aggregate Fluctuations (1982)Statistical analysis of cointegration vectors (1988)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Expected Stock Returns and Variance Risk Premia (2009)Macroeconomic Forecasting Using Diffusion Indexes (2002)Policy Uncertainty and Corporate Investment (2015)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Clusters and knowledge: local buzz, global pipelines and the process of knowledge creation (2004)Finance and Growth: Theory and Evidence (2004)The building blocks of economic complexity (2009)
this work references cited by second hop

References

  • 1776An Inquiry into the Nature and Causes of the Wealth of Nations13,952 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2012Size, value, and momentum in international stock returns1,822 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy1,684 cited
  • 1999Predictive regressions1,614 cited
  • 2013THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL1,439 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2006

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Stock Return Predictability: Is it There?
1,295 cited
  • 2012Sentiment During Recessions1,156 cited
  • Cited by

    • 2019Can the Baltic Dry Index predict foreign exchange rates?44 cited
    • 2019A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method43 cited
    • 2020A new European investor sentiment index (EURsent) and its return and volatility predictability41 cited
    • 2019Investor herding behaviour in globally listed shipping stocks36 cited
    • 2021Container freight rate forecasting with improved accuracy by integrating soft facts from practitioners32 cited
    • 2020Can Stock Investor Sentiment Be Contagious in China?22 cited
    • 2018Shipping Equity Risk Behavior and Portfolio Management21 cited
    • 2018The Giant's Pull: How Macroeconomic Conditions in China Explain Leverage Decisions in Thailand's Shipping SMEs16 cited