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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

The impact of investor sentiment on direction of stock price changes : evidence from the Polish stock market

Polak, Kamil - In: Journal of banking and financial economics 2 (2021) 16, pp. 72-90

The purpose of this research is to examine the impact of sentiment derived from news headlines on the direction of stock price changes. The study examines stocks listed on the WIG-banking sub-sector index on the Warsaw Stock Exchange. Two types of data were used: textual and market data. The...

Persistent link: https://www.econbiz.de/10012887921

The market reaction to analyst stock recommendation and earnings forecast consistency : international evidence

Bar-Niv, Ran; Chen, Min - In: Journal of international accounting auditing & taxation 39 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012299730

Shipping investor sentiment and international stock return predictability

Papapostolou, Nikos C.; Pouliasis, Panos K.; Nomikos, … - In: Transportation research / E : an international journal 96 (2016), pp. 81-94

Persistent link: https://www.econbiz.de/10011624074

Investor sentiment, stock mispricing, and long-term growth expectations

Miwa, Kotaro - In: Research in international business and finance 36 (2016), pp. 414-423

Persistent link: https://www.econbiz.de/10011594518

Overconfidence bias, over/under-reaction of financial analysts on the Tunisian stock market, and their impact on the earnings forecasts

Bouteska, Ahmed; Regaieg, Boutheina - In: International journal of economics and financial issues … 7 (2017) 2, pp. 208-214

Persistent link: https://www.econbiz.de/10011786575

Which is more important in stock market forecasting : attention or sentiment?

Zhang, Xiaotao; Li, Guoran; Li, Yishuo; Zou, Gaofeng; Wu, Ji - In: International review of financial analysis 89 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014465093

Does Investor Sentiment Predict Future Mexican Stock Market Returns?

Perez-Liston, Daniel - 2017

This paper studies whether investor sentiment can predict future Mexican stock market returns. Furthermore, we examine … the dynamic correlation between sentiment and returns. Lastly, we examine whether sentiment innovations influence … unexpected returns. We find that sentiment has significant predictive power up to 24 months ahead. Higher levels of sentiment …

Persistent link: https://www.econbiz.de/10012948714

Predicting Momentum

Ma, Siyuan - 2022

This paper examines to what extent the momentum spread ratio (MSR) can predict momentum profits. The momentum spread ratio as a potential proxy of investor underreaction can significantly predict the momentum, industry momentum, and residual momentum, especially after 1994, suggesting that...

Persistent link: https://www.econbiz.de/10013404733

Investor confidence and forecastability of US stock market realized volatility : evidence from machine learning

Gupta, Rangan; Nel, Jacobus; Pierdzioch, Christian - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 111-122

Persistent link: https://www.econbiz.de/10013547864

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