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TACTICAL ASSET ALLOCATION USING INVESTORS SENTIMENT. (2015). Kang, Hyoung-Goo ; Kim, Soo-Hyun.
In: Hitotsubashi Journal of Economics.
RePEc:hit:hitjec:v:56:y:2015:i:2:p:177-195.

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References

References cited by this document

  1. Baker, M. and J. Wurgler (2006), “Investor Sentiment and the Cross-Section of Stock Returns,” Journal of Finance 61, pp.1645-1680.

  2. Bandopadhyaya, A. and A. Jones (2008), “Measures of Investor Sentiment: A Comparative Analysis Put-Call Ratio Vs. Volatility Index,” Journal of Business & Economics Research 6, pp.27-34.
    Paper not yet in RePEc: Add citation now
  3. Fung, H., W. Leung and J. Zhu (2008), “Rights Issues in the Chinese Stock Market: Evidence of Earnings Management,” Journal of International Financial Management and Accounting 19, pp.133-160.
    Paper not yet in RePEc: Add citation now
  4. Glaum, M. and N. Friedrich (2006), “After the “Bubble”: Valuation of Telecommunications Companies by Financial Analysts,” Journal of International Financial Management and Accounting 17, pp.160-174.
    Paper not yet in RePEc: Add citation now

  5. Han, B. (2008) “Investor Sentiment and Option Prices,” Review of Financial Studies 21, pp.387-414.

  6. Ho, C. and C. Hung (2009), “Investor Sentiment as Conditioning Information in Asset Pricing,” Journal of Banking & Finance 33, pp.892-903.

  7. Kaplanski, G. and H. Levy (2010), “Sentiment and Stock Prices: The Case of Aviation Disasters,” Journal of Financial Economics 95, pp.174-201.

  8. Kaustia, M. and S. Knupfer (2008), “Do Investors Overweight Personal Experience? Evidence from IPO Subscriptions,” Journal of Finance 63, pp.2679-2702.

  9. Kumar, A. (2009), “Dynamic Style Preferences of Individual Investors and Stock Returns,” Journal of Financial and Quantitative Analysis 44, pp.607-640.

  10. Kurov, A. (2008), “Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets,” Financial Review 43, pp.107-127.

  11. Kurov, A. (2010), “Investor Sentiment and the Stock Marketʼs Reaction to Monetary Policy,” Journal of Banking & Finance 34, pp.139-149.

  12. Lemmon, M. and E. Portniaguina (2006), “Consumer Confidence and Asset Prices: Some Empirical Evidence,” Review of Financial Studies 19, pp.1499-1529.

  13. Luo, J. and C. Li (2008), “Futures Market Sentiment and Institutional Investor Behavior in the Spot Market: The Emerging Market in Taiwan,” Emerging Markets Finance and Trade 44, pp.70-86.

  14. Menkhoff, L. and R. Rebitzky (2008), “Investor Sentiment in the U.S. Dollar: Longer-term, Non-linear Orientation on PPP,” Journal of Empirical Finance 15, pp.455-467.
    Paper not yet in RePEc: Add citation now

  15. Palomino, F., L. Renneboog and C. Zhang (2009), “Information Salience, Investor Sentiment, and Stock Returns: The Case of British Soccer Betting,” Journal of Corporate Finance 15, pp.368-387.

  16. Schmeling, M. (2007), “Institutional and Individual Sentiment: Smart Money and Noise Trader Risk,” International Journal of Forecasting 23, pp.127-145.

  17. Schmeling, M. (2009), “Investor Sentiment and Stock Returns: Some International Evidence,” HITOTSUBASHI JOURNAL OF ECONOMICS [December Journal of Empirical Finance 16, pp.394-408.

  18. Tetlock, P. (2007), “Giving Content to Investor Sentiment: The Role of Media in the Stock Market,” Journal of Finance 62, pp.1139-1168.

  19. Verma, R. and P. Verma (2007), “Noise Trading and Stock Market Volatility,” Journal of Multinational Financial Management 17, pp.231-243.

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