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The Effects of Investor Sentiment on Stock Return Indices Under Changing Market Conditions: Evidence from South Africa
16 references·0 citing·41 second hopsampled
The Effects of Investor Sentiment on Stock Return Indices Under Changing Market Conditions: Evidence from South Africa (2025)The Effects of Investor Sentiment on Stoc…Investor sentiment and stock returns: Global evidence (2021)Investor sentiment and stock …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Momentum Profits, Factor Pricing, and Macroeconomic Risk (2008)Momentum Profits, Factor Pric…Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets (2008)Investor Sentiment, Trading B…Introductory Econometrics for Finance (2008)Introductory Econometrics for…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis (2005)Reconciling Efficient Markets…The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective (2004)The Adaptive Markets Hypothes…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Inflation, Rational Valuation and the Market (1979)Inflation, Rational Valuation…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …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)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)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)Corporate financing and investment decisions when firms have information that investors do not have (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)Policy Uncertainty and Corporate Investment (2015)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,234 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2008Introductory Econometrics for Finance3,705 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2003Investor sentiment and the near-term stock market1,355 cited
  • 2004Market liquidity as a sentiment indicator1,267 cited
  • 1979Inflation, Rational Valuation and the Market944 cited
  • 2005Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis542 cited
  • 2008Momentum Profits, Factor Pricing, and Macroeconomic Risk385 cited
  • 2004The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective296 cited
  • 2021Investor sentiment and stock returns: Global evidence176 cited

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2008
Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets
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