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ArticleThe information content of the sentiment index

Steven E. Sibley2015

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Articlegreen2015

The information content of the sentiment index

Steven E. Sibley · Yuhang Xing · Xiaoyan Zhang

120 citations·0/0 files stored·Journal of Banking & Finance

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Risk and Volatility Modeling

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References

1993Common risk factors in the returns on stocks and bonds 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*2002Illiquidity and stock returns: cross-section and time-series effects 2006Investor Sentiment and the Cross‐Section of Stock Returns 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy 2003Liquidity Risk and Expected Stock Returns 1986Economic Forces and the Stock Market 1989Business conditions and expected returns on stocks and bonds

Cited by

2019Aggregate investor sentiment and stock return synchronicity 2018Market Sentiment and Innovation Activities 2022Sentiment and stock market connectedness: Evidence from the U.S. – China trade war 2020Terrorist attacks, investor sentiment, and the pricing of initial public offerings 2024Explainable deep learning model for stock price forecasting using textual analysis 2022Investor sentiment: a retail trader activity approach

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Details

Year2015

Typearticle

Published2015-10-24

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations120

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jbankfin.2015.10.001

openalex_workW3122840017

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2021Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data

2022Behavioural finance and cryptocurrencies