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An information diffusion model for momentum effect based on investor wealth
Yang, Haijun; Ge, Hengshun; Gao, Xinpeng - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413450
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The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin; Zhang, Jie - In: The North American journal of economics and finance : a … 66 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
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Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics : evidence from the Chinese stock market
Shi, Huai-Long; Zhou, Wei-Xing - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10013186512
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Firm-specific investor sentiment and the stock market response to earnings news
Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 48 (2019), pp. 221-240
Persistent link: https://www.econbiz.de/10012120234
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Informativeness of the market news sentiment in the Taiwan stock market
Wei, Yu-Chen; Lu, Yang-cheng; Chen, Jen-Nan; Hsu, Yen-Ju - In: The North American journal of economics and finance : a … 39 (2017), pp. 158-181
Persistent link: https://www.econbiz.de/10011878611
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Herding behavior, market sentiment and volatility : will the bubble resume?
Bekiros, Stelios; Jlassi, Mouna; Lucey, Brian M.; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 107-131
Persistent link: https://www.econbiz.de/10011938084
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Predicting stock market crises using daily stock market valuation and investor sentiment indicators
Fu, Junhui; Zhou, Qingling; Liu, Yufang; Wu, Xiang - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012659074
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The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns
Wang, Ruina; Li, Jinfang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013187642
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The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements
Dash, Saumya Ranjan; Maitra, Debasish - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013534037
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Does investor sentiment affect fund crashes? : evidence from Chinese open-end funds
Wang, Hu; Li, Shouwei; Ma, Yuyin; Jiang, Shuyang - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013449136