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Sentiment stocks
16 references·7 citing·33 second hopsampled
Sentiment stocks (2020)Sentiment stocksThe Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Sentiment Aligned: A…Sentiment During Recessions (2012)Sentiment During RecessionsThe short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…In Search of Attention (2011)In Search of AttentionDriven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…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…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Limits of Arbitrage (1995)The Limits of ArbitrageCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …The impact of investor sentiment on firms’ green total factor productivity—facilitator or inhibitor? (2023)The impact of investor sentim…Does fake news impact stock returns? Evidence from US and EU stock markets (2023)Does fake news impact stock r…Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns (2022)Whether dimensionality reduct…Investor Limited Attention, Opinion Divergence, and Post-earnings-announcement Drift: Evidence from China (2022)Investor Limited Attention, O…How does social media sentiment impact mass media sentiment? A study of news in the financial markets (2021)How does social media sentime…How are social and mass media different in relation to the stock market? A study on topic coverage and predictive value (2021)How are social and mass media…"I Just Like the Stock" versus "Fear and Loathing on Main Street" : The Role of Reddit Sentiment in the GameStop Short Squeeze (2021)"I Just Like the Stock" versu…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Does the Stock Market Overreact? (1985)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Judgment under Uncertainty: Heuristics and Biases (1974)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Prospect theory: An analysis of decision under risk (1988)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)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)The Econometrics of Financial Markets (2012)Textual Analysis in Accounting and Finance: A Survey (2016)A model of investor sentiment /Market Liquidity and Funding Liquidity (2008)Multifactor Explanations of Asset Pricing Anomalies (1996)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2011In Search of Attention3,088 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices

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1,384 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • Cited by

    • 2021"I Just Like the Stock" versus "Fear and Loathing on Main Street" : The Role of Reddit Sentiment in the GameStop Short Squeeze39 cited
    • 2023Does fake news impact stock returns? Evidence from US and EU stock markets34 cited
    • 2021How does social media sentiment impact mass media sentiment? A study of news in the financial markets34 cited
    • 2021How are social and mass media different in relation to the stock market? A study on topic coverage and predictive value30 cited
    • 2022Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns26 cited
    • 2022Investor Limited Attention, Opinion Divergence, and Post-earnings-announcement Drift: Evidence from China19 cited
    • 2023The impact of investor sentiment on firms’ green total factor productivity—facilitator or inhibitor?14 cited