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Changes in Investors' Market Attention and Near-Term Stock Market Returns
16 references·2 citing·33 second hopsampled
Changes in Investors' Market Attention and Near-Term Stock Market Returns (2016)Changes in Investors' Market Attention an…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…In Search of Attention (2011)In Search of AttentionGlobal, local, and contagious investor sentiment (2011)Global, local, and contagious…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Dumb money: Mutual fund flows…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …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…The Investor Fear Gauge (2000)The Investor Fear GaugeThe Equity Share in New Issues and Aggregate Stock Returns (2000)The Equity Share in New Issue…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Investor attention, ETF returns, and country-specific factors (2021)Investor attention, ETF retur…Crash Fears and Stock Market Effects: Evidence From Web Searches and Printed News Articles (2019)Crash Fears and Stock Market …Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)Herding and Feedback Trading by Institutional and Individual Investors (1999)Does Academic Research Destroy Stock Return Predictability? (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Inefficient Markets (2000)Expectations of Returns and Expected Returns (2014)The General Theory of Employment, Interest and Money. (1936)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)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)Sentiment During Recessions (2012)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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Has Financial Development Made the World Riskier? (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)On Persistence in Mutual Fund Performance (1997)Individual Investor Trading and Stock Returns (2008)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Textual Analysis in Accounting and Finance: A Survey (2016)Investor Psychology and Security Market Under‐ and Overreactions (1998)Policy Uncertainty and Corporate Investment (2015)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2011In Search of Attention3,088 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2000The Equity Share in New Issues and Aggregate Stock Returns1,183 cited
  • 2000The Investor Fear Gauge1,097 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2011Global, local, and contagious investor sentiment1,021 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 2009Investor sentiment and stock returns: Some international evidence

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880 cited

Cited by

  • 2019Crash Fears and Stock Market Effects: Evidence From Web Searches and Printed News Articles31 cited
  • 2021Investor attention, ETF returns, and country-specific factors28 cited