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The Impact of Investor Sentiment on Housing Prices and the Property Stock Index Volatility in South Africa
16 references·1 citing·38 second hop
The Impact of Investor Sentiment on Housing Prices and the Property Stock Index Volatility in South Africa (2023)The Impact of Investor Sentiment on Housi…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange (2019)Investor sentiment and stock …Quantifying Sentiment with News Media across Local Housing Markets (2018)Quantifying Sentiment with Ne…Adaptive Markets and the New World Order (corrected May 2012) (2012)Adaptive Markets and the New …Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)Capital Flows, Push versus Pu…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment (2008)Commercial Real Estate Valuat…Regime-dependent impulse response functions in a Markov-switching vector autoregression model (2003)Regime-dependent impulse resp…What good is a volatility model? (2001)What good is a volatility mod…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Effects of Investor Sentiment on Stock Return Indices Under Changing Market Conditions: Evidence from South Africa (2025)The Effects of Investor Senti…The Pricing of Options and Corporate Liabilities (1973)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Cross Section and Panel Data (2001)Oil prices and the stock prices of alternative energy companies (2007)Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)The Impact of Corporate Social Responsibility Disclosure on Financial Performance: Evidence from the GCC Islamic Banking Sector (2016)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Global Crisis and Equity Market Contagion (2014)Measuring Geopolitical Risk (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)ARCH modeling in finance (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Cross‐Section of Volatility and Expected Returns (2006)
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References

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  • 2008Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment224 cited
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  • 2018Quantifying Sentiment with News Media across Local Housing Markets170 cited
  • 2012

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Adaptive Markets and the New World Order (corrected May 2012)
138 cited
  • 2019Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange129 cited
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    • 2025The Effects of Investor Sentiment on Stock Return Indices Under Changing Market Conditions: Evidence from South Africa15 cited