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Extreme sentiment and herding: Evidence from the cryptocurrency market
16 references·2 citing·39 second hop
Extreme sentiment and herding: Evidence from the cryptocurrency market (2022)Extreme sentiment and herding: Evidence f…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…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…The impact of institutional trading on stock prices (1992)The impact of institutional t…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Herd Behavior and Investment (1988)Herd Behavior and InvestmentStock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…A study of normative and informational social influences upon individual judgment. (1955)A study of normative and info…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…When stock return synchronicity meets investor sentiment (2023)When stock return synchronici…Intentional and spurious herding behavior: A sentiment driven analysis (2023)Intentional and spurious herd…The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Market stress and herding (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Machine learning techniques and data for stock market forecasting: A literature review (2022)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)Common risk factors in the returns on stocks and bonds (1993)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)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 Bases of Social Power (1986)A Focus Theory of Normative Conduct: A Theoretical Refinement and Reevaluation of the Role of Norms in Human Behavior (1991)Social Influence: Compliance and Conformity (2004)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)
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References

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  • 1955A study of normative and informational social influences upon individual judgment.4,815 cited
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  • 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
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  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
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    • 2023Intentional and spurious herding behavior: A sentiment driven analysis26 cited
    • 2023When stock return synchronicity meets investor sentiment24 cited