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Is it all about noise? Investor sentiment and risk nexus: evidence from China
16 references·0 citing·51 second hopsampled
Is it all about noise? Investor sentiment and risk nexus: evidence from China (2023)Is it all about noise? Investor sentiment…Investor sentiments and stock markets during the COVID-19 pandemic (2022)Investor sentiments and stock…Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets (2022)Effects of investor sentiment…The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning (2020)The role of text-extracted in…Modeling return and volatility spillover networks of global new energy companies (2020)Modeling return and volatilit…The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)The dynamic dependence of fos…Words are the New Numbers: A Newsy Coincident Index of the Business Cycle (2018)Words are the New Numbers: A …The impact of Twitter sentiment on renewable energy stocks (2018)The impact of Twitter sentime…Intraday online investor sentiment and return patterns in the U.S. stock market (2017)Intraday online investor sent…Investor sentiment, accounting information and stock price: Evidence from China (2016)Investor sentiment, accountin…Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Sentiment Aligned: A…Do Internet Stock Message Boards Influence Trading? Evidence from Heavily Discussed Stocks with No Fundamental News (2011)Do Internet Stock Message Boa…Is There an Intertemporal Relation between Downside Risk and Expected Returns? (2009)Is There an Intertemporal Rel…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? …Understanding Risk and Return (1993)Understanding Risk and ReturnNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Cross-Section of Expected Stock Returns (1992)Event Studies in Economics and Finance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Fake News: Evidence from Financial Markets (2018)ESG reputation risk matters: An event study based on social media data (2023)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)PORTFOLIO SELECTION* (1952)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Multifactor models and their consistency with the ICAPM (2012)Crash Sensitivity and Cross-Section of Expected Stock Returns (2016)Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns (2019)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Tail risk premia and return predictability (2015)A Theory of Cognitive Dissonance (2017)Manager sentiment and stock returns (2018)Forecasting: theory and practice (2022)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Macroeconomics and Reality (1980)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Cross‐Section of Volatility and Expected Returns (2006)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)When Is a Liability Not a Liability? 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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,234 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,375 cited
  • 1993Understanding Risk and Return1,797 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • 2017Intraday online investor sentiment and return patterns in the U.S. stock market441 cited
  • 2019The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets294 cited
  • 2009Is There an Intertemporal Relation between Downside Risk and Expected Returns?288 cited
  • 2018Words are the New Numbers: A Newsy Coincident Index of the Business Cycle180 cited
  • 2011Do Internet Stock Message Boards Influence Trading? Evidence from Heavily Discussed Stocks with No Fundamental News142 cited
  • 2020The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning123 cited
  • 2022Investor sentiments and stock markets during the COVID-19 pandemic119 cited
  • 2018The impact of Twitter sentiment on renewable energy stocks100 cited
  • 2022Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets

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95 cited
  • 2020Modeling return and volatility spillover networks of global new energy companies92 cited
  • 2016Investor sentiment, accounting information and stock price: Evidence from China80 cited
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