This study investigated the impact of investor sentiment impact on sectoral returns and their volatility on the … to consider the impact of market-wide investor sentiment on volatility and returns. …

The volatility of investor returns depends not only on the volatility of the stocks investors hold but also on their … comprehensive evidence on the volatility of investor returns using individual stocks, portfolios of stocks, and market indexes from … the U.S. and major international stock markets. Our main finding is that the volatility of investor returns is higher than …

The study attempts to assess the influence of investor sentiment onselected sectoral indices returns volatility in the … influence of investorsentiment on sectoral indices return volatility is traced. The stronger theinfluence of investor sentiment … and higher will be the current market volatility.The results of this study may assist individuals, institutional investors …

successfully replicates (1) the volatility of stock prices and (2) the positive correlation between the price dividend ratio and …

market volatility as measured by the VIX. Implying that investor purchase decisions are primarily driven by returns and sale …

effects of highs and lows on a stock's beta and return volatility. We find that implied volatilities and stock betas decrease …

comovements and the other volatility-induced return comovements. Following Baker and Wurglur (2006), we construct an investor … market volatility. We find that a correlated trading behaviour along with investor sentiment significantly determines excess … stock returns. Also stocks with high volatility exhibit higher return comovement properties compared to low volatilie stocks …