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What investors say is what the market says: measuring China’s real investor sentiment
16 references·0 citing·43 second hop
What investors say is what the market says: measuring China’s real investor sentiment (2021)What investors say is what the market say…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Arbitrage Asymmetry and the I…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Sentiment During Recessions (2012)Sentiment During RecessionsTwitter mood predicts the stock market (2011)Twitter mood predicts 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 Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …A Catering Theory of Dividends (2004)A Catering Theory of DividendsProspect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…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…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Noise (1986)NoiseThe General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Investor Sentiment and the Cross-Section of Stock Returns (2003)The Framing of Decisions and the Psychology of Choice (1981)Fairness and Retaliation: The Economics of Reciprocity (2000)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Media Coverage and the Cross‐section of Stock Returns (2009)The Econometrics of Financial Markets (2012)Textual Analysis in Accounting and Finance: A Survey (2016)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)
this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1986Noise1,783 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2004A Catering Theory of Dividends1,368 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle944 cited

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