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A non-linear approach for predicting, stock returns and volatility with the use of investor sentiment indices

Bekiros, Stelios; Gupta, Rangan; Kyei, Clement - In: Applied economics 48 (2016) 31/33, pp. 2895-2898

Persistent link: https://www.econbiz.de/10011614191

Investor sentiment, trading behavior and stock returns

Ryu, Doojin; Kim, Hyeyoen; Yang, Heejin - In: Applied economics letters 24 (2017) 10/12, pp. 826-830

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Seasonality in the Thai stock market : the lottery effect

Surachai Chancharat; Wilaiporn Paisarn; Sattra Maporn - In: International journal of economic policy in emerging … 12 (2019) 6, pp. 542-555

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An empirical examination of investor sentiment and stock market volatility : evidence from India

Haritha P H; Rishad, Abdul - In: Financial innovation : FIN 6 (2020) 34, pp. 1-15

Understanding the irrational sentiments of the market participants is necessary for making good investment decisions. Despite the recent academic effort to examine the role of investors’ sentiments in market dynamics, there is a lack of consensus in delineating the structural aspect of market...

Persistent link: https://www.econbiz.de/10012296000

Individual mean-variance relation and stock-level investor sentiment

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A nonlinear Granger causality test between stock returns and investor sentiment for Chinese stock market : a wavelet-based approach

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Distillation of news flow into analysis of stock reactions

Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 4, pp. 547-563

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International sentiment spillovers in equity returns

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Changes in investors' market attention and near-term stock market returns

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Investor sentiment, stock market returns and volatility : evidence from National Stock Exchange of India

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