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Speculation in commodity futures markets : an empirical analysis of returns, the role of momentum, and the formation of expectations
Sigl-Grüb, Christof - 2008
Persistent link: https://www.econbiz.de/10013432887
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The road less traveled : strategy distinctiveness and hedge fund performance
Sun, Zheng; Wang, Ashley; Lu, Zheng - In: The review of financial studies 25 (2012) 1, pp. 96-143
Persistent link: https://www.econbiz.de/10009515881
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Investment sentiment measures
Qiu, Lily; Welch, Ivo - 2004
Persistent link: https://www.econbiz.de/10002361450
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Investor sentiment in Japanese and US daily mutual fund flows
Brown, Stephen J.; Goetzmann, William N.; Hiraki, Takato; … - 2002
Persistent link: https://www.econbiz.de/10001710085
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Information choice, uncertainty, and expected returns
Cao, Charles Q.; Gempesaw, David; Simin, Timothy T. - In: The review of financial studies 34 (2021) 12, pp. 5977-6031
Persistent link: https://www.econbiz.de/10012694513
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Impact of environmental (E), social (S) and governance (G) factors on return distribution
Roy, Subrata - In: Paradigm : the journal of Institute of Management Technology 23 (2019) 1, pp. 20-35
Persistent link: https://www.econbiz.de/10012161110
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Differences between NZ and U.S. individual investor sentiment : more noise or more information?
Białkowski, Je̜drzej; Wagner, Moritz; Wei, Xiaopeng - In: New Zealand economic papers 58 (2024) 1, pp. 74-86
Persistent link: https://www.econbiz.de/10014511890
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Emotions and Subjective Crash Beliefs
Goetzmann, William N.; Kim, Dasol; Shiller, Robert J. - National Bureau of Economic Research - 2024
Over the past two decades, respondents to the Shiller Investor Confidence Surveys assess the probability of a catastrophic stock market crash to be much higher that the historical frequency of such events. We decompose these crash probabilities into fundamental and subjective components and use...
Persistent link: https://www.econbiz.de/10014576618
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Differences between NZ and U.S. individual investor sentiment : more noise or more information?
Białkowski, Je̜drzej; Wagner, Moritz; Wei, Xiaopeng - 2023
Persistent link: https://www.econbiz.de/10014469900
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Measures of Volatility, Crises, Sentiment and the Role of U.S. ‘Fear’ Index (VIX) on Herding in BRICS (2007–2021)
Zhang, Hang; Giouvris, Evangelos - 2023
We look into determinants (volatility, crises, sentiment and the U.S. ‘fear’ index) of herding using BRICS as our … crises. The U.S. ‘fear’ index has a short-lived, limited effect on CSAD/herding (during COVID only) for all countries except … China. In addition, Granger causality analysis indicates a two-way relationship between the U.S. ‘fear’ index and CSAD …
Persistent link: https://www.econbiz.de/10014262090