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Momentum effect in US stocks : an exponential effect

Alhenawi, Yasser - In: The empirical economics letters : a monthly … 12 (2013) 7, pp. 697-704

Persistent link: https://www.econbiz.de/10010363139

Do investors' sentiment dynamics affect stock returns? : evidence from the US economy

Dergiades, Theologos - In: Economics letters 116 (2012) 3, pp. 404-407

Persistent link: https://www.econbiz.de/10009674317

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

Homebias in international stock return expectations

Kilka, Michael; Weber, Martin - In: Journal of psychology and financial markets : a … 1 (2000) 3/4, pp. 176-192

Persistent link: https://www.econbiz.de/10001783525

Momentum and disposition effect in the US stock market

Sadhwani, Ranjeeta; Bhayo, M. U. R. - In: Cogent economics & finance 9 (2021) 1, pp. 1-18

This paper examines whether momentum drives the disposition effect and vice versa in the US stock market. The results from the analysis of the Fama-Macbethregressions show that the disposition effect drives momentum but not the other way around. Furthermore, we find that this relationship varies...

Persistent link: https://www.econbiz.de/10013184447

Excess sensitivity of stock markets to negative returns

Azar, Samih Antoine; Basmadjian, Raffi - In: International journal of economic perspectives : IJEP 6 (2012) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10011587062

The role of investor sentiment in the long-term correlation between U.S. stock and bond markets

Fang, Libing; Yu, Honghai; Huang, Yingbo - In: International review of economics & finance : IREF 58 (2018), pp. 127-139

Persistent link: https://www.econbiz.de/10012034198

An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets

Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262

Persistent link: https://www.econbiz.de/10011847010

The case for herding is stronger than you think

Bohl, Martin T.; Branger, Nicole; Trede, Mark - In: Journal of banking & finance 85 (2017), pp. 30-40

Persistent link: https://www.econbiz.de/10011816847

Do domestic sentiment and the spillover of US investor sentiment impact Mexican stock market returns?

Perez Liston, Daniel; Huerta-Sanchez, Daniel; … - In: Journal of emerging market finance 17 (2018), pp. 185-212

Persistent link: https://www.econbiz.de/10011925525

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