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Multilayer network analysis of investor sentiment and stock returns

Gang‐Jin Wang, You Zhu, Chi Xie, Matteo Foglia

2022-06-22articleResearch in International Business and Finance73 citationsgreen

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 73 citations exist upstream.

References

1979Prospect Theory: An Analysis of Decision under Risk

1970Efficient Capital Markets: A Review of Theory and Empirical Work

1980Macroeconomics and Reality

2006Investor Sentiment and the Cross‐Section of Stock Returns

2011Better to give than to receive: Predictive directional measurement of volatility spillovers

2011Twitter mood predicts the stock market

2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market

2014On the network topology of variance decompositions: Measuring the connectedness of financial firms

Cited by

2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers

2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector

2023Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions

2023Systemic risk propagation in the Eurozone: A multilayer network approach

2023Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China

Details

Year2022

Typearticle

VenueResearch in International Business and Finance

Languageen

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Identifiers

doi10.1016/j.ribaf.2022.101707

openalex_workW4283374048

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