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Overnight returns : an interna...
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CESifo working papers
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ECONIS (ZBW)
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RePEc
3
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1
Limits to arbitrage, investor sentiment, and factor returns in international government bond markets
Zaremba, Adam
;
Szczygielski, Jan Jakub
- In:
Economic research
32
(
2019
)
1,2
,
pp. 1727-1743
Persistent link: https://www.econbiz.de/10012433862
Saved in:
2
Recency bias and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of international financial markets, …
84
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014333637
Saved in:
3
From the horse's mouth : economic conditions and investor expectations of risk and return
Amromin, Gene
;
Sharpe, Steven A.
- In:
Management science : journal of the Institute for …
60
(
2014
)
4
,
pp. 845-866
Persistent link: https://www.econbiz.de/10010347837
Saved in:
4
Investor sentiment, momentum, and stock returns : an examination for direct and indirect effects
Rashid, Abdul
;
Fayyaz, Madiha
;
Karim, Maria
- In:
Economic research
32
(
2019
)
1,3
,
pp. 2638-2656
Persistent link: https://www.econbiz.de/10012585541
Saved in:
5
Investor sentiment and aggregate volatility pricing
Labidi, Chiraz
;
Yaakoubi, Soumaya
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 53-63
Persistent link: https://www.econbiz.de/10011627506
Saved in:
6
Sentiment-augmented asset pricing in Bursa Malaysia : a time-varying Markov regime-switching model
Han Hwa Goh
;
Chong, Lee Lee
;
Ming Ming Lai
- In:
Malaysian journal of economic studies
55
(
2018
)
2
,
pp. 285-300
Persistent link: https://www.econbiz.de/10011989700
Saved in:
7
Manager sentiment and stock returns
Jiang, Fuwei
;
Lee, Joshua
;
Martin, Xiumin
;
Zhou, Guofu
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
Saved in:
8
Illiquidity, investor sentiment and stock returns : evidence from Malaysia
Chandana Gunathilaka
;
Jais, Mohamad
;
Sophee Sulong Balia
- In:
International journal of economics and financial issues …
7
(
2017
)
4
,
pp. 478-487
Persistent link: https://www.econbiz.de/10011824335
Saved in:
9
Investor sentiment : a retail trader activity approach
Berger, Dave
- In:
Review of accounting & finance
21
(
2022
)
2
,
pp. 61-82
Persistent link: https://www.econbiz.de/10013368242
Saved in:
10
Stock-level sentiment contagion and the cross-section of stock returns
Zhou, Liyun
;
Chen, Dongqiao
;
Huang, Jialiang
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014485274
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