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Employee sentiment and stock returns
16 references·0 citing·40 second hopsampled
Employee sentiment and stock returns (2023)Employee sentiment and stock returnsIntegración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Presidential Address: Discount Rates (2011)Presidential Address: Discoun…Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Does the stock market fully v…Asset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Approximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Chapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Predictive regressions (1999)Predictive regressionsHome Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)A theory of human motivation. (1943)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)To Explain or to Predict? (2010)Increasing Returns and Economic Geography (1990)The Cross-Section of Expected Stock Returns (1992)Information and the Cost of Capital (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Dividend yields and expected stock returns (1988)Macroeconomic Forecasting Using Diffusion Indexes (2002)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)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)Information Uncertainty and Stock Returns (2006)Who Gambles in the Stock Market? (2009)A five-factor asset pricing model (2014)Characteristics are covariances: A unified model of risk and return (2019)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Forecasting: theory and practice (2022)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,234 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 2020Empirical Asset Pricing via Machine Learning2,685 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2011Does the stock market fully value intangibles? Employee satisfaction and equity prices2,504 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 2011Presidential Address: Discount Rates2,222 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 1999Predictive regressions1,614 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns1,595 cited

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  • 2003Chapter 18 A survey of behavioral finance1,569 cited
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