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Does investor sentiment differently affect stocks in different sectors? Evidence from China
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Does investor sentiment differently affect stocks in different sectors? Evidence from China (2021)Does investor sentiment differently affec…A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction (2021)A hybrid model integrating de…Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Time and frequency dynamics o…Stock return predictability and investor sentiment: A high-frequency perspective (2016)Stock return predictability a…Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon (2014)Does Gold Glitter in the Long…Global, local, and contagious investor sentiment (2011)Global, local, and contagious…Investor sentiment and the mean–variance relation☆ (2010)Investor sentiment and the me…The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality (2008)The relationship between crud…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…A new statistic and practical guidelines for nonparametric Granger causality testing (2006)A new statistic and practical…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Behaviorial Finance: Past Battles and Future Engagements (1999)Behaviorial Finance: Past Bat…Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Testing for Linear and Nonlin…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…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Market Liquidity and Trading Activity (2001)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)Investor Psychology and Security Market Under‐ and Overreactions (1998)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? 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(2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Mispricing Factors (2016)Capital Market Equilibrium with Restricted Borrowing (1972)Herd Behavior and Investment (1988)Foreign Speculators and Emerging Equity Markets (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)An empirical analysis of herd behavior in global stock markets (2010)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation1,495 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2006A new statistic and practical guidelines for nonparametric Granger causality testing962 cited
  • 2010Investor sentiment and the mean–variance relation☆694 cited
  • 2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices643 cited
  • 2021A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction364 cited
  • 1999Behaviorial Finance: Past Battles and Future Engagements357 cited
  • 2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality351 cited
  • 2014

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Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon
297 cited
  • 2016Stock return predictability and investor sentiment: A high-frequency perspective212 cited
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