Do Measures of Investor Sentiment Predict Returns?

Keywords

Econometrics, Economics, Financial economics, Business

References

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Cited by

• Information environment and gains from corporate takeoversYujun He — 2009
• Business Success and Regional Real Estate ValuesEduard Al-Tememy, Edward Graham, Clay Moffett — 2013
• Investor Sentiment and Asset Pricing in Public and Private MarketsDavid C. Ling, Andy Naranjo, Benjamin Scheick — 2010
• Efficience informationnelle, sous-réaction à l'information et effet de disposition : une approche expérimentaleM. Bouattour — 2012
• The role of investor sentiment in asset pricingJerry C. Ho — 2012
• Out-of-sample equity premium predictability and sample split–invariant inferenceGueorgui I. Kolev — 2017
• Liquidity, Sentiment and Segmentation: A Survey of Closed-End Fund LiteratureMary Fletcher — 2013
• Le sentiment de marché : mesure et interêt pour la gestion d'actifsA. Frugier — 2011
• Investor Sentiment and House Prices: Pre-Bubble Versus Post-BubbleSarah Farese, Edward Graham, Robert T. Burrus — 2011
• Can Facebook Predict Stock Market ActivityYigitcan Karabulut — 2013
• CAPM with sentiment :the efficient market hypothesis spiced up with sentimentClaudio Boido, Antonio Fasano — 2014
• Changes in Investors' Market Attention and Near-Term Stock Market ReturnsAntti Klemola, Jussi Nikkinen, Jarkko Peltomäki — 2016
• Essays on insider tradingT. Keusch — 2014
• A multivariate analysis of rational and behavioral factors that may explain the existence of discounts (premiums) of closed-end investment fundsAna Paula Monte — 2010
• Essays on intra-market efficiency and financial contagionLouis R. Piccotti — 2014
• Premiums on Exchange-Traded Funds As A Sentiment Indicator: Evidence From TaiwanJung-Chu Lin — 2015
• Herd Behavior in the NASDAQ OMX Baltic Stock MarketAgnese Pavlovska, Donjeta Berisha — 2015
• A New Principal-Component Approach to Measure the Investor SentimentTerence Tai‐Leung Chong, Bingqing Cao, Wing‐Keung Wong — 2014
• Impact of Weather on Return and Volatility: Evidence from Indian Stock MarketVijayakumar Narayanamoorthy, M. Dharani, S. Muruganandan — 2015
• Home and foreign investor sentiment and the stock returnsDorsaf Ben Aissia — 2016

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