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Investor sentiment, stock mispricing, and long-term growth expectations
16 references·1 citing·37 second hopsampled
Investor sentiment, stock mispricing, and long-term growth expectations (2015)Investor sentiment, stock mispricing, and…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Cognitive Dissonance, Sentiment, and Momentum (2012)Cognitive Dissonance, Sentime…Investor Sentiment in the Stock Market (2007)Investor Sentiment in the Sto…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Investor psychology in capital markets: evidence and policy implications (2002)Investor psychology in capita…Toward an Implied Cost of Capital (2001)Toward an Implied Cost of Cap…The Relation between Analysts' Forecasts of Long‐Term Earnings Growth and Stock Price Performance Following Equity Offerings* (2000)The Relation between Analysts…The Investor Fear Gauge (2000)The Investor Fear GaugeAccounting valuation, market expectation, and cross-sectional stock returns (1998)Accounting valuation, market …Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Expectations and the Cross-Section of Stock Returns (1996)Expectations and the Cross-Se…The Limits of Arbitrage (1995)The Limits of ArbitrageContrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Investment, Financing, and Valuation of the Corporation (1963)The Investment, Financing, an…The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States (2019)The effect of investor sentim…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)The Cross-Section of Expected Stock Returns (1992)Overconfidence, Arbitrage, and Equilibrium Asset Pricing (2001)Profitability, investment and average returns (2006)Replicating Anomalies (2018)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Market Liquidity and Funding Liquidity (2008)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Model Specification and Risk Premia: Evidence from Futures Options (2007)The VIX, the variance premium and stock market volatility (2014)Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500 (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Good News for Value Stocks: Further Evidence on Market Efficiency (1997)Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)Analyzing the Analysts: When Do Recommendations Add Value? (2004)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Investor Psychology and Security Market Under‐ and Overreactions (1998)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Disclosure, Liquidity, and the Cost of Capital (1991)Differences of Opinion and the Cross Section of Stock Returns (2002)Environmental Externalities and Cost of Capital (2014)Multifactor Explanations of Asset Pricing Anomalies (1996)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)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2001Toward an Implied Cost of Capital2,004 cited
  • 2000The Investor Fear Gauge1,097 cited
  • 1998Accounting valuation, market expectation, and cross-sectional stock returns1,083 cited
  • 1996Expectations and the Cross-Section of Stock Returns982 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 1963The Investment, Financing, and Valuation of the Corporation958 cited
  • 2002Investor psychology in capital markets: evidence and policy implications760 cited
  • 2000The Relation between Analysts' Forecasts of Long‐Term Earnings Growth and Stock Price Performance Following Equity Offerings*574 cited
  • 2007Investor Sentiment in the Stock Market432 cited

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2012
Cognitive Dissonance, Sentiment, and Momentum
407 cited

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  • 2019The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States32 cited