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Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong .
In: Economic Modelling.
RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

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    RePEc:wly:ijfiec:v:28:y:2023:i:1:p:668-680.

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  4. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel.
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  11. Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam.
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  15. Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh.
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  16. Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen.
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  17. Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema.
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  18. A Study of Multi-Scale Relationship Between Investor Sentiment and Stock Index Fluctuation Based on the Analysis of BEMD Spillover Index. (2021). Yi, Sun ; Shufen, Zhou ; Yin, Zhang ; Weiguo, Chen.
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  19. Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market. (2020). Pradhan, H K ; Banerjee, Ameet Kumar.
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  20. Stock returns and investor sentiment: textual analysis and social media. (2020). McGurk, Zachary ; Hall, Joshua ; Nowak, Adam.
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  21. Including news data in forecasting macro economic performance of China. (2020). Torkar, Miha ; Lunde, Asger.
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  22. A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis. (2020). Horvath, Lajos ; Liu, Zhenya ; Cao, Ruanmin ; Zhao, Yuqian.
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  23. The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach. (2020). Yu, Guangjin ; Wang, Gaoshan ; Shen, Xiaohong.
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  25. A Socio-Finance Model: The Case of Bitcoin. (2020). Meng, Yongqiang ; Andersen, Jorgen Vitting ; Shen, Dehua ; Xiong, Xiong.
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Cocites

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  1. Impact of Institutional Ownership on Stock Liquidity: Evidence from Karachi Stock Exchange, Pakistan. (2018). Ali, Muhammad Sadil ; Hashmi, Shujahat Haider.
    In: Global Business Review.
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  2. Specification Testing in Hawkes Models. (2015). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine.
    In: Tinbergen Institute Discussion Papers.
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  3. Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

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  4. The correlation puzzle: The interaction of bond and risk correlation. (2013). Kempf, Alexander ; Bethke, Sebastian ; Trapp, Monika .
    In: CFR Working Papers.
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  5. Stock Message Board Recommendations and Share Trading Activity. (2013). Thapa, Kiran .
    In: PhD Thesis.
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  6. Do Fund Investors Know that Risk is Sometimes not Priced?. (2013). Irek, Fabian ; Lehnert, Thorsten.
    In: CREA Discussion Paper Series.
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  7. Born in the USA? Contagious investor sentiment and UK equity returns.. (2013). Green, Christopher ; Hudson, Yawen .
    In: Discussion Paper Series.
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  8. Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?. (2013). Ferrer, Elena ; Santamaria, Rafael ; Corredor, Pilar .
    In: International Review of Economics & Finance.
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  9. Investor sentiment and IPO pricing during pre-market and aftermarket periods: Evidence from Hong Kong. (2013). Li, Gao ; Jiang, LI.
    In: Pacific-Basin Finance Journal.
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  10. Footprints in the market: Hedge funds and the carry trade. (2013). Fong, Wai Mun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:41-59.

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  11. Controlling shareholders and market timing in share issuance. (2013). Urzúa I., Francisco ; Larrain, Borja.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:661-681.

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  12. Stock price synchronicity and liquidity. (2013). Hameed, Allaudeen ; Kang, Wenjin ; Chan, Kalok.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:414-438.

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  13. Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach. (2013). Joyeux, Roselyne ; girardin, eric.
    In: Economic Modelling.
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  14. Do Fund Investors Know that Risk is Sometimes not Priced?. (2013). Irek, Fabian ; Lehnert, Thorsten.
    In: LSF Research Working Paper Series.
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  15. Global, local, and contagious investor sentiment. (2012). Yuan, Yu ; Wurgler, Jeffrey ; Baker, Malcolm.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:272-287.

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  16. Liquidity-adjusted conditional capital asset pricing model. (2012). Wang, Jinan ; Chen, Langnan.
    In: Economic Modelling.
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  17. The impact of investor sentiment on the German stock market. (2011). Ruenzi, Stefan ; Niessen-Ruenzi, Alexandra ; Finter, Philipp .
    In: CFR Working Papers.
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  18. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis. (2011). Vo, Xuan Vinh ; Batten, Jonathan.
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  19. Disagreement and return predictability of stock portfolios. (2011). Yu, Jialin .
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  20. Recent trends in trading activity and market quality. (2011). Subrahmanyam, Avanidhar ; Chordia, Tarun ; Roll, Richard.
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  21. Investor sentiment and the mean-variance relation. (2011). Yuan, Yu.
    In: Journal of Financial Economics.
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  22. Do fund managers herd to counter investor sentiment?. (2011). Wu, Chieh-Yuan ; Liao, Tsai-Ling ; Huang, Chih-Jen.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:64:y:2011:i:2:p:207-212.

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  23. The Price Impact of Institutional Herding. (2010). Prat, Andrea ; Dasgupta, Amil ; Verardo, Michela .
    In: FMG Discussion Papers.
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  24. The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations. (2010). Chuang, Wen-I, ; Lee, Hsiu-Chuan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:5:p:521-535.

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  25. Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223.

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  26. The Price Impact of Institutional Herding. (2010). Prat, Andrea ; Dasgupta, Amil ; Verardo, Michela .
    In: CEPR Discussion Papers.
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  27. Does the weather affect stock market volatility?. (2009). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George.
    In: MPRA Paper.
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  28. Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment. (2009). Ling, David ; Clayton, Jim ; Naranjo, Andy.
    In: The Journal of Real Estate Finance and Economics.
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  29. Bubbles or convenience yields? A theoretical explanation with evidence from technology company equity carve-outs. (2009). Bogan, Vicki .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:18:y:2009:i:2:p:248-281.

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  30. Can margin traders predict future stock returns in Japan?. (2009). Kato, Hideaki Kiyoshi ; Hirose, Takehide ; Bremer, Marc .
    In: Pacific-Basin Finance Journal.
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  31. Stock market liquidity and firm value. (2009). Noe, Thomas ; Tice, Sheri ; Fang, Vivian W..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:1:p:150-169.

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  32. Gone fishin: Seasonality in trading activity and asset prices. (2009). Hong, Harrison ; Yu, Jialin .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:4:p:672-702.

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  33. The diminishing liquidity premium. (2008). Wohl, Avi ; Kadan, Ohad ; Ben-Rephael, Azi .
    In: CFS Working Paper Series.
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  34. Seasonality in the cross-section of stock returns. (2008). Sadka, Ronnie ; Heston, Steven L..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:2:p:418-445.

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  35. Stochastic dominance and behavior towards risk: The market for Internet stocks. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:68:y:2008:i:1:p:194-208.

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  36. Weather and intraday patterns in stock returns and trading activity. (2008). Chou, Robin K. ; Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi.
    In: Journal of Banking & Finance.
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  37. Chinese institutional investors sentiment. (2008). Kling, Gerhard ; Gao, Lei.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:4:p:374-387.

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  38. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13189.

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  39. The Earnings Announcement Premium and Trading Volume. (2007). Lamont, Owen ; Frazzini, Andrea.
    In: NBER Working Papers.
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  40. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:129-152.

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  41. Disagreement and the Stock Market. (2007). Stein, Jeremy ; Hong, Harrison.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:109-128.

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  42. Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk. (2006). Spiegel, Matthew ; Wang, Xiaotong .
    In: Yale School of Management Working Papers.
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  43. Why Do Firms Become Widely Held? An Analysis of the ynamics of Corporate Ownership. (2005). Stulz, René ; Pirinsky, Christo ; Helwege, Jean .
    In: NBER Working Papers.
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  44. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11367.

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  45. Endogenous liquidity in emerging markets. (2005). Redding, Lee.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:2:p:159-171.

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  46. Why Do Firms Become Widely Held? An Analysis of the Dynamics of Corporate Ownership. (2005). Stulz, René ; Pirinsky, Christo ; Helwege, Jean .
    In: Working Paper Series.
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  47. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: Levine's Bibliography.
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  48. Behavioral Corporate Finance: A Survey. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Ruback, Richard S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10863.

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  49. Pseudo Market Timing and Predictive Regressions. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Taliaferro, Ryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10823.

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  50. A Model of Stochastic Liquidity. (2003). Watanabe, Masahiro.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm385.

    Full description at Econpapers || Download paper

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