Similar Search Results

Noise traders and the rational investors : a comparison of the 1990s and the 2000s

Kholdy, Shady; Sohrabian, Ahmad - In: Journal of economic studies 41 (2014) 6, pp. 849-862

Persistent link: https://www.econbiz.de/10011338418

An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market

Sayim, Mustafa; Rahman, Hamid - In: Global finance journal 26 (2015), pp. 1-17

Persistent link: https://www.econbiz.de/10011477913

Time-varying impact of monetary policy shocks on US stock returns : the role of investor sentiment

Cepni, Oguzhan; Gupta, Rangan - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013188349

The effect of U.S. investor sentiment on cross-listed securities returns : a high-frequency approach

Gutierrez Pineda, Juan Pablo; Perez Liston, Daniel - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15

This paper studies the impact of a high-frequency investor sentiment measure (New FEARS) on the returns of foreign securities listed in U.S. markets as American Depository Receipts (ADRs). We recreate a high-frequency investor sentiment measure by aggregating search volume indices (SVIs) for a...

Persistent link: https://www.econbiz.de/10012792429