SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Short of It: Investor Sentiment and Anomalies
16 references·9 citing·31 second hop
The Short of It: Investor Sentiment and Anomalies (2011)The Short of It: Investor Sentiment and A…Asset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Consumption, Aggregate Wealth…Predictive regressions (1999)Predictive regressionsDo Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Valuation of Risk Assets …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…A model of investor sentiment /A model of investor sentiment…Limited Rationality in a Cognitive Framework: Behavioral Economic Analysis Based on Consumption and Investment Phenomena (2023)Limited Rationality in a Cogn…Factor Momentum and the Momentum Factor (2019)Factor Momentum and the Momen…Anomalies Abroad: Beyond Data Mining (2017)Anomalies Abroad: Beyond Data…Looking for Psychological Barriers in nine European Stock Market Indices (2016)Looking for Psychological Bar…Investor Pessimism and the German Stock Market: Exploring Google Search Queries (2016)Investor Pessimism and the Ge…THE ASYMMETRIC EFFECTS OF INVESTOR SENTIMENT (2015)THE ASYMMETRIC EFFECTS OF INV…Days to Cover and Stock Returns (2015)Days to Cover and Stock Retur…Differences in Trading and Pricing Between Stock and Index Options (2014)Differences in Trading and Pr…What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both? (2012)What Drives Security Issuance…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)Judgment under Uncertainty: Heuristics and Biases (1975)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Prospect theory: An analysis of decision under risk (1988)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1999Predictive regressions

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,614 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns1,595 cited
  • Cited by

    • 2014Differences in Trading and Pricing Between Stock and Index Options62 cited
    • 2012What Drives Security Issuance Decisions: Market Timing, Pecking Order, or Both?60 cited
    • 2019Factor Momentum and the Momentum Factor43 cited
    • 2016Investor Pessimism and the German Stock Market: Exploring Google Search Queries40 cited
    • 2016Looking for Psychological Barriers in nine European Stock Market Indices34 cited
    • 2015THE ASYMMETRIC EFFECTS OF INVESTOR SENTIMENT33 cited
    • 2015Days to Cover and Stock Returns32 cited
    • 2017Anomalies Abroad: Beyond Data Mining30 cited
    • 2023Limited Rationality in a Cognitive Framework: Behavioral Economic Analysis Based on Consumption and Investment Phenomena1 cited