Similar Search Results - EconBiz

Investor sentiment, portfolio returns, and macroeconomic variables

Banchit, Azilawati; Abidin, Sazali; Lim, Sophyafadeth; … - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-14

Investor sentiment is an important aspect of behavioural finance, which provides explanation of anomalies to the asset …

Persistent link: https://www.econbiz.de/10012611509

Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and … reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and … that suit their risk preferences and behavioral traits predicted from behavioral models. Finally, when EMH, anomalies and …

Persistent link: https://www.econbiz.de/10012237439

News coverage and portfolio returns : evidence from China

Li, Cong-Cong; Xu, Hai-Chuan; Zhou, Wei-Xing - In: Pacific-Basin finance journal 60 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012232805

Market sentiment and paradigm shifts

Chu, Liya; He, Xue-zhong; Li, Kai; Tu, Jun - 2015

Persistent link: https://www.econbiz.de/10011344305

News sentiment indicators and the cross‐section of stock returns in the European stock market

Gambarelli, Luca; Muzzioli, Silvia - 2022

Persistent link: https://www.econbiz.de/10013258704

The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market

Chen, Yi-ting; Vincent, Kendro - In: Journal of forecasting 35 (2016) 6, pp. 504-527

Persistent link: https://www.econbiz.de/10011594746

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

On the time-varying dynamics of stock and commodity momentum returns

Stadtmüller, Immo; Auer, Benjamin R.; Schuhmacher, Frank - In: Finance research letters 46 (2022) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013341591

Investor sentiment, style investing, and momentum

Ashour, Samar; Hao, Qing; Harper, Adam - In: Journal of financial markets 62 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014226768

Day of the week and the cross-section of returns

Birru, Justin - In: Journal of financial economics 130 (2018) 1, pp. 182-214

Persistent link: https://www.econbiz.de/10012051293

1
2
3
4
5
6
7
8
9
10
Next
Last

A service of the