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Investor sentiment and stock price crash risk: The mediating role of analyst herding
16 references·0 citing·41 second hop
Investor sentiment and stock price crash risk: The mediating role of analyst herding (2024)Investor sentiment and stock price crash …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Stock Liquidity and Stock Price Crash Risk (2017)Stock Liquidity and Stock Pri…Trust and stock price crash risk: Evidence from China (2016)Trust and stock price crash r…Religion and Stock Price Crash Risk (2015)Religion and Stock Price Cras…Political Incentives to Suppress Negative Information: Evidence from Chinese Listed Firms (2014)Political Incentives to Suppr…Financial Reporting Opacity and Expected Crash Risk: Evidence from Implied Volatility Smirks (2013)Financial Reporting Opacity a…Does Mandatory IFRS Adoption Affect Crash Risk? (2011)Does Mandatory IFRS Adoption …Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…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…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Some New Results on Indirect Effects and Their Standard Errors in Covariance Structure Models (1986)Some New Results on Indirect …Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models (1982)Asymptotic Confidence Interva…Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)CFOs versus CEOs: Equity incentives and crashes (2011)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate social responsibility and stock price crash risk (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)Multivariate Analysis with Latent Variables: Causal Modeling (1980)Effects of social support visibility on adjustment to stress: Experimental evidence. (2007)Contemporary Approaches to Assessing Mediation in Communication Research (2008)Mentalization-Based Treatment for Self-Harm in Adolescents: A Randomized Controlled Trial (2012)Mind, Self, and Society (2015)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)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)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)Confidence Limits for the Indirect Effect: Distribution of the Product and Resampling Methods (2004)lavaan : An R Package for Structural Equation Modeling (2012)Partial Least Squares Structural Equation Modeling (PLS-SEM) Using R (2021)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1982Asymptotic Confidence Intervals for Indirect Effects in Structural Equation Models12,786 cited
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  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
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  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
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  • 2015Religion and Stock Price Crash Risk760 cited
  • 2014Political Incentives to Suppress Negative Information: Evidence from Chinese Listed Firms715 cited
  • 2011Does Mandatory IFRS Adoption Affect Crash Risk?542 cited
  • 2016Trust and stock price crash risk: Evidence from China510 cited
  • 2017Stock Liquidity and Stock Price Crash Risk490 cited

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2013
Financial Reporting Opacity and Expected Crash Risk: Evidence from Implied Volatility Smirks
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