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Investor Sentiment and Stock Returns: Evidence from Turkey

CanbaÅÂŸ, Serpil; Serkan YÄÂ±lmaz KandÄÂ±r - In: Emerging Markets Finance and Trade 45 (2009) 4, pp. 36-52

This paper investigates the relation between investor sentiment and stock returns on the Istanbul Stock Exchange, employing vector autoregressive (VAR) analysis and Granger causality tests. The sample period extends from July 1997 to June 2005. In the VAR models, stock portfolio returns and...

Persistent link: https://www.econbiz.de/10008592681

Does Investor Sentiment Matter in Post-Communist East European Stock Markets?

Oprea, Dragos Stefan - In: International Journal of Academic Research in Business … 4 (2014) 8, pp. 356-366

This study examines the relation between the sentiment of noise traders and stock prices in ten Post-Communist East … Slovenia over the period April 2004 to March 2014. The results suggest that, in general, the sentiment of noise traders …

Persistent link: https://www.econbiz.de/10010890923

Investor sentiment and interest rate volatility smile : evidence from Eurodollar options markets

Chen, Cathy Yi-Hsuan; Kuo, I.-doun - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 367-391

Persistent link: https://www.econbiz.de/10010490403

Investor sentiment and limits of arbitrage : evidence from Chinese stock market

Tan, Xiaoyu; Zhang, Zili; Zhao, Xuejun; Wang, Chengxiang - In: International review of economics & finance : IREF 75 (2021), pp. 577-595

Persistent link: https://www.econbiz.de/10012692801

Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies

Ding, Wenjie; Mazouz, Khelifa; Wang, Qingwei - In: Journal of empirical finance 63 (2021), pp. 42-56

Persistent link: https://www.econbiz.de/10013258724

What is the real relationship between cash holdings and stock returns?

Ang, Tze Chuan; Lam, F. Y. Eric C.; Ma, Tai; Wang, Shujing - In: International review of economics & finance : IREF 64 (2019), pp. 513-528

Persistent link: https://www.econbiz.de/10012372841

Limits of arbitrage, risk-neutral skewness, and investor sentiment

Feng, Shih-Ping; Chang, Bi-Juan - In: The international journal of business and finance … 14 (2020) 2, pp. 61-71

Persistent link: https://www.econbiz.de/10012312115

Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns

Zhou, Liyun; Yang, Chunpeng - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 437-460

Persistent link: https://www.econbiz.de/10012253231

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

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