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Can investor sentiment predict the size premium?

Qadan, Mahmoud; Aharon, David Y. - In: International review of financial analysis 63 (2019), pp. 10-26

Persistent link: https://www.econbiz.de/10012207362

Risk appetite, idiosyncratic volatility and expected returns

Qadan, Mahmoud - In: International review of financial analysis 65 (2019), pp. 1-12

Persistent link: https://www.econbiz.de/10012208542

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

Investor sentiment and its role in asset pricing : an empirical study for India

Pandey, Piyush; Sehgal, Sanjay - In: IIMB management review 31 (2019) 2, pp. 127-144

Persistent link: https://www.econbiz.de/10012213117

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

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

Media sentiment and international asset prices

Fraiberger, Samuel P.; Lee, Do; Puy, Damien; Rancière, … - 2018

We assess the impact of media sentiment on international equity prices using more than 4.5 million Reuters articles published across the globe between 1991 and 2015. News sentiment robustly predicts daily returns in both advanced and emerging markets, even after controlling for known...