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Can news-based economic sentiment predict bubbles in precious metal markets?
16 references·2 citing·48 second hop
Can news-based economic sentiment predict bubbles in precious metal markets? (2022)Can news-based economic sentiment predict…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…COVID-Induced Economic Uncertainty (2020)COVID-Induced Economic Uncert…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Measuring Uncertainty (2015)Measuring UncertaintyGlobal, local, and contagious investor sentiment (2011)Global, local, and contagious…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…The Determinants of Credit Spread Changes (2001)The Determinants of Credit Sp…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Resource curse hypothesis and economic growth: A global analysis using bootstrapped panel quantile regression analysis (2023)Resource curse hypothesis and…Are markets sentiment driving the price bubbles in the virtual? (2023)Are markets sentiment driving…Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)Atheoretical macroeconometrics: A critique (1985)Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)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)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Prospect Theory and Asset Prices (2001)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Credit Spreads and Business Cycle Fluctuations (2012)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Residual-based tests for cointegration in models with regime shifts (1996)Introductory Econometrics for Finance (2008)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The Quarterly Journal of Economics (2024)Noise Trader Risk in Financial Markets (1990)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)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)Postwar U.S. Business Cycles: An Empirical Investigation (1997)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
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  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2001The Determinants of Credit Spread Changes2,253 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
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  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited

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2011
Global, local, and contagious investor sentiment
1,021 cited

Cited by

  • 2023Are markets sentiment driving the price bubbles in the virtual?33 cited
  • 2023Resource curse hypothesis and economic growth: A global analysis using bootstrapped panel quantile regression analysis23 cited