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Investor sentiment and the mean-variance relationship : European evidence

Wang, Wenzhao - In: Research in international business and finance 46 (2018), pp. 227-239

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Investor sentiment and stock return volatility : evidence from the Johannesburg Stock Exchange

Rupande, Lorraine; Muguto, Hilary Tinotenda; … - In: Cogent economics & finance 7 (2019) 1, pp. 1-16

Volatility is an important component of asset pricing; an increase in volatility on markets can trigger changes in the risk distribution of financial assets. In conventional financial theory, investors are considered to be rational and any changes in relevant risk are assumed to be a result of...

Persistent link: https://www.econbiz.de/10012023919

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

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Threshold effect in the relationship between investor sentiment and stock market returns : a PSTR specification

Namouri, Hela; Jawadi, Fredj; Ftiti, Zied; Hachicha, Néjib - In: Applied economics 50 (2018) 5, pp. 559-573

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Twitter's daily happiness sentiment and the predictability of stock returns

You, Wan-hai; Guo, Yawei; Peng, Cheng - In: Finance research letters 23 (2017), pp. 58-64

Persistent link: https://www.econbiz.de/10011808358

Does investor sentiment dynamically impact stock returns from different investor horizons? : evidence from the US stock market using a multi-scale method

Jiang, Yonghong; Mo, Bin; Nie, He - In: Applied economics letters 25 (2018) 7, pp. 472-476

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Investor sentiment and stock return predictability : the power of ignorance

D'Hondt, Catherine; Roger, Patrick - In: Finance : revue de l'Association Française de Finance 38 (2017) 2, pp. 7-37

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

Ang, Tze Chuan; Lam, F. Y. Eric; Ma, Tai; Wang, Shujing; … - 2019

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Firm-specific investor sentiment and daily stock returns

Seok, Sang Ik; Cho, Hoon; Ryu, Doojin - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012204504