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Forecasting returns with fundamentals-removed investor sentiment
Stivers, Adam - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 319-341
The Baker and Wurgler (2006) sentiment index purports to measure irrational investor sentiment, while the University of Michigan Consumer Sentiment Index is designed to largely reflect fundamentals. Removing this fundamental component from the Baker and Wurgler index creates an index of investor...
Persistent link: https://www.econbiz.de/10011312208
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An examination of investor sentiment effect on G7 stock market returns
Bathia, Deven; Bredin, Donal - In: The European journal of finance 19 (2013) 9/10, pp. 909-937
Persistent link: https://www.econbiz.de/10010245651
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How does the change in investor sentiment over time affect stock returns?
Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158
Persistent link: https://www.econbiz.de/10010402965
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Preferences for lottery stocks at Borsa Istanbul
Alkan, Ulas; Guner, Biliana - In: Journal of international financial markets, … 55 (2018), pp. 211-223
Persistent link: https://www.econbiz.de/10011984137
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What is the real relationship between cash holdings and stock returns?
Ang, Tze Chuan; Lam, F. Y. Eric; Ma, Tai; Wang, Shujing; … - 2019
Persistent link: https://www.econbiz.de/10012203013
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Investor sentiment, limited arbitrage, and the cash holding effect
Li, Xiafei; Luo, Di - In: Review of finance : journal of the European Finance … 21 (2017) 6, pp. 2141-2168
Persistent link: https://www.econbiz.de/10011804685
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Investor sentiment and price discovery : evidence from the pricing dynamics between the futures and spot markets
Lin, Chu-Bin; Chou, Robin K.; Wang, George H. K. - In: Journal of banking & finance 90 (2018), pp. 17-31
Persistent link: https://www.econbiz.de/10011963151
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Sentiment and stock returns : aggregate and cross-sectional analysis from Pakistan
Tauseef, Sana; Suman, Hira - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 4, pp. 502-527
Persistent link: https://www.econbiz.de/10014331574
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The role of anchoring on investors' gambling preference : evidence from China
Wang, Zhuo; Wang, Ziyue; Wu, Ke - In: Pacific-Basin finance journal 80 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014463280
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The cross-section of January effect
Cheema, Arbab Khalid; Ding, Wenjie; Wang, Qingwei - In: The journal of asset management : a major new, … 24 (2023) 6, pp. 513-530
Persistent link: https://www.econbiz.de/10014419530