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The pre-holiday effect and positive emotion in the Taiwan Stock Market, 1971–2011
16 references·1 citing·41 second hop
The pre-holiday effect and positive emotion in the Taiwan Stock Market, 1971–2011 (2013)The pre-holiday effect and positive emoti…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Nonsecular Regularities in Returns and Volume (2004)Nonsecular Regularities in Re…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Investor psychology in capital markets: evidence and policy implications (2002)Investor psychology in capita…Stocks for the Long Run (1994)Stocks for the Long RunA Review of Financial Studies (1) (1994)A Review of Financial Studies…Yes, Discounts on Closed-End Funds Are a Sentiment Index (1993)Yes, Discounts on Closed-End …The journal of financial economics (1993)The journal of financial econ…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Journal of monetary economics (1987)Journal of monetary economicsAnomalies: Seasonal Movements in Security Prices II: Weekend, Holiday, Turn of the Month, and Intraday Effects (1987)Anomalies: Seasonal Movements…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…Stock returns and the weekend effect (1980)Stock returns and the weekend…The financial analysts journal (1960)The financial analysts journalThe dispositional effects of holidays on investor sentiment: Therapeutic and hygienic (2023)The dispositional effects of …The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)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)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)Has Financial Development Made the World Riskier? (2005)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)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)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Institutional Investors and Equity Prices (2001)Relational Contracts and the Theory of the Firm (2002)Customer Satisfaction and Shareholder Value (2004)Modelling the persistence of conditional variances (1986)First Impressions Matter: A Model of Confirmatory Bias (1999)
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References

  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1993The journal of financial economics2,544 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1960The financial analysts journal1,043 cited
  • 1994A Review of Financial Studies (1)885 cited
  • 1987Journal of monetary economics779 cited
  • 2002Investor psychology in capital markets: evidence and policy implications760 cited
  • 1994Stocks for the Long Run567 cited
  • 1987Anomalies: Seasonal Movements in Security Prices II: Weekend, Holiday, Turn of the Month, and Intraday Effects192 cited
  • 1993Yes, Discounts on Closed-End Funds Are a Sentiment Index172 cited
  • 2004Nonsecular Regularities in Returns and Volume

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  • 2023The dispositional effects of holidays on investor sentiment: Therapeutic and hygienic19 cited