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The Measurement Method of Investor Sentiment and Its Relationship with Stock Market
16 references·1 citing·41 second hop
The Measurement Method of Investor Sentiment and Its Relationship with Stock Market (2021)The Measurement Method of Investor Sentim…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Investor sentiment and the cross-section of stock returns: new theory and evidence (2018)Investor sentiment and the cr…Investor sentiment and emerging stock market liquidity (2017)Investor sentiment and emergi…Investor Attention and Global Stock Returns (2017)Investor Attention and Global…Investor sentiment, trading behavior and stock returns (2016)Investor sentiment, trading b…Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model (2015)Investor sentiment and its no…A principal component approach to measuring investor sentiment in China (2014)A principal component approac…A principal-component approach to measuring investor sentiment (2010)A principal-component approac…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Markov-Switching Vector Autoregressions (1997)Markov-Switching Vector Autor…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)NoiseMultimodal market information fusion for stock price trend prediction in the pharmaceutical sector (2024)Multimodal market information…The 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)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)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)Corporate financing and investment decisions when firms have information that investors do not have (1984)Has Financial Development Made the World Riskier? (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)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)Prospect theory: An analysis of decision under risk (1988)The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment (2016)Is stock return predictability time-varying? (2017)The effect of democracy on CO2 emissions in emerging countries: Does the level of income matter? (2017)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)The European business cycle (2003)Regime switching models (2010)Time-varying short-horizon predictability☆ (2010)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1986Noise1,783 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 1997Markov-Switching Vector Autoregressions583 cited
  • 2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model140 cited
  • 2016Investor sentiment, trading behavior and stock returns122 cited
  • 2010A principal-component approach to measuring investor sentiment104 cited
  • 2017Investor Attention and Global Stock Returns99 cited
  • 2017Investor sentiment and emerging stock market liquidity95 cited
  • 2014A principal component approach to measuring investor sentiment in China93 cited

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  • 2018Investor sentiment and the cross-section of stock returns: new theory and evidence88 cited
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    • 2024Multimodal market information fusion for stock price trend prediction in the pharmaceutical sector30 cited