Investor sentiment in the stock market

Keywords

Stock market, Business, Stock (firearms), Financial economics, Economics

References

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• On the Impossibility of Informationally Efficient MarketsSanford J. Grossman — 1980
• A survey of behavioral financeNicholas Barberis, Richard H. Thaler — 2002
• Consumer Confidence and Stock ReturnsMeir Statman, Kenneth L. Fisher — 2003
• Consumer Confidence and Asset Prices: Some Empirical EvidenceMichael L. Lemmon, Evgenia V. Golubeva — 2006
• Investor Sentiment and Asset ValuationGregory W. Brown, Michael T. Cliff — 2005
• ARE WE ALL LESS RISKY AND MORE SKILLFUL THAN OUR FELLOW DRIVERSOla Svenson — 1981
• Cross-sectional performance and investor sentiment in a multiple risk factor modelDave Berger, Harry J. Turtle — 2012
• Do Measures of Investor Sentiment Predict Returns?Robert Neal, Simon M. Wheatley — 1998
• Toward a positive theory of consumer choiceRichard H. Thaler — 1980
• Lack of consumer confidence and stock returnsShiu‐Sheng Chen — 2011
• CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*William F. Sharpe — 1964
• Loss Aversion in Riskless Choice: A Reference-Dependent ModelAmos Tversky, Daniel Kahneman — 1991
• Investing In Equity Mutual FundsĽuboš Pástor, Robert F. Stambaugh — 2002
• Investor Sentiment and the Closed-End Fund PuzzleCharles M.C. Lee, Andrei Shleifer, Richard H. Thaler — 1991
• Risk, Ambiguity, and the Savage Axioms: CommentHarry V. Roberts — 1963
• Capital Market Equilibrium with Restricted BorrowingFischer Black — 1972
• The framing of decisions and the psychology of choice.Amos Tversky, Daniel Kahneman — 1981
• Insiders' profits, costs of trading, and market efficiencyH. Nejat Seyhun — 1986

Cited by

• Investors and valuers: Similarities and differences from a behavioural perspectiveNedas Abaris, Firass Sjönoce — 2014
• How Inflation, Market Capitalization, Industrial Production and the Economic Sentiment Indicator Affect the EU-12 Stock MarketsDimitrios Subeniotis, Dimitrios Papadopoulos, Ioannis Tampakoudis — 2011
• Neighborhood effects on speculative behaviorTodd Mitton, Keith Vorkink, Ian J. Wright — 2018
• E-Cars and StocksB. Lieftink — 2015
• Performance of personal pension funds in the United KingdomAnastasia Petraki — 2012
• Market misvaluation and earnings management. Evidence from Italian financial marketElisa Raoli — 2012
• Essays on information asymmetry, disclosures and the financing of R&D. The case of the biotechnology industryH. Jeppsson — 2013
• The impact of TARP bailouts on stock market volatility and investor fearDaniel Huerta, Daniel Perez-Liston, David Jackson — 2011
• Systematic Sentiment, Idiosyncratic Sentiment, and the IPO Pricing ProcessEmir Hrnjić, Srinivasan Sankaraguruswamy — 2012
• Prospect Theory and Migrant Remittance Decision MakingKwaku K. Opong — 2012
• Media pessimism and stock returns: a time-varying analysis at the firm levelKhurshid Ahmad, Elaine Hutson, Colm Kearney — 2014
• Essays on momentum investing strategiesThanh Huynh — 2014
• Noise: Sentiment and Volatility by Asset Size ClassWilliam Hawks, Edward Graham, Adam T. Jones — 2011
• Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500Massimiliano Caporin, Luca Corazzini, Michele Costola — 2014
• Efficience informationnelle, sous-réaction à l'information et effet de disposition : une approche expérimentaleM. Bouattour — 2012
• DON'T LEAVE ME THAT WAY THE INSOLVENCY OF ESCADA AND A LACK OF CONSEQUENCE IN DIVESTING A SUBSIDIARYS. Meinshausen, Dirk Schiereck — 2012
• Cross-listing premium or market timingA. Fadl, M. Moustafa — 2011
• Information Content and Forecasting Ability of Sentiment Indicators: Case of Real Estate MarketGianluca Marcato, Anupam Nanda — 2014
• Empirical Investigation of Covered Interest Rate Parityin Developed and Emerging MarketsEmrah Şener, Sait Şatıroğlu, Yıldıray Yıldırım — 2012
• Analysis of Systematic Risk: Decomposition and Portfolio EfficiencyRudolf F. Klein — 2011

Related papers

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• Studying how changes in consumer sentiment impact the stock markets and the housing marketsMark A. Johnson — 2010
• Investor Behavior in the Midst of a Global PandemicAbigail N. Bates — 2020