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Stock return predictability and investor sentiment : a high-frequency perspective

Sun, Licheng; Najand, Mohammad; Shen, Jiancheng - In: Journal of banking & finance 73 (2016), pp. 147-164

Persistent link: https://www.econbiz.de/10011635681

Griffith, John; Najand, Mohammad; Shen, Jiancheng - In: The journal of behavioral finance : a publication of … 21 (2020) 1, pp. 42-56

Persistent link: https://www.econbiz.de/10012180526

The role of U.S. market on international risk-return tradeoff relations

Sun, Licheng; Meng, Liang; Najand, Mohammad - In: The financial review : the official publication of the … 52 (2017) 3, pp. 499-526

Persistent link: https://www.econbiz.de/10011734607

Anger in predicting the index futures returns

Cao, Zhen; Shen, Jiancheng; Wei, Xinbei; Zhang, Qunzi - In: The journal of futures markets 43 (2023) 4, pp. 437-454

Persistent link: https://www.econbiz.de/10014293110

Stock Return Predictability and Investor Sentiment : A High-Frequency Perspective

Sun, Licheng - 2016

We explore the predictive relation between high-frequency investor sentiment and stock market returns. Our results are based on a proprietary dataset of high-frequency investor sentiment, which is computed based on a comprehensive textual analysis of sources from news wires, internet news...

Persistent link: https://www.econbiz.de/10013002950

Do life insurance stocks provide superior returns?

Najand, Mohammad; Griffith, John; Marlett, David C. - In: The journal of asset management 8 (2007/08) 1, pp. 52-57

Persistent link: https://www.econbiz.de/10003497116

Commonality in the time-variation of stock-stock and stock-bond return comovements

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial markets 10 (2007) 2, pp. 192-218

Persistent link: https://www.econbiz.de/10003510378

The other January effect : international, style, and subperiod evidence

Stivers, Christopher T.; Sun, Licheng; Sun, Yong - In: Journal of financial markets 12 (2009) 3, pp. 521-546

Persistent link: https://www.econbiz.de/10003873567

Stock strategies with the January barometer and the yield curve

Sun, Licheng; Stivers, Christopher T.; Kongera, Ajay - In: Journal of investment management : JOIM 11 (2013) 1, pp. 32-49

Persistent link: https://www.econbiz.de/10009744212

Returns and option activity over the option-expiration week for S&P 100 stocks

Stivers, Christopher T.; Sun, Licheng - In: Journal of banking & finance 37 (2013) 11, pp. 4126-4240

Persistent link: https://www.econbiz.de/10010245590