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

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

Forecasting returns with fundamentals-removed investor sentiment

Stivers, Adam - In: International Journal of Financial Studies : open … 3 (2015) 3, pp. 319-341

The Baker and Wurgler (2006) sentiment index purports to measure irrational investor sentiment, while the University of Michigan Consumer Sentiment Index is designed to largely reflect fundamentals. Removing this fundamental component from the Baker and Wurgler index creates an index of investor...

Persistent link: https://www.econbiz.de/10011312208

Investor sentiment, disagreement, and the breadth–return relationship

Cen, Ling; Lu, Hai; Yang, Liyan - In: Management science : journal of the Institute for … 59 (2013) 5, pp. 1076-1091

Persistent link: https://www.econbiz.de/10009751210

Measuring investor sentiment with mutual fund flows

Ben-Rephael, Azi; Kandel, Shmuel; Wohl, Avi - In: Journal of financial economics 104 (2012) 2, pp. 363-382

Persistent link: https://www.econbiz.de/10009621133

Canadian investors and the discount on closed-end funds

Ayadi, Mohamed A.; Ben-Ameur, Hatem; Lazrak, Skander; … - In: Journal of financial services research : JFSR 43 (2013) 1, pp. 69-98

Persistent link: https://www.econbiz.de/10009719125

An examination of investor sentiment effect on G7 stock market returns

Bathia, Deven; Bredin, Donal - In: The European journal of finance 19 (2013) 9/10, pp. 909-937

Persistent link: https://www.econbiz.de/10010245651

Fear and closed-end fund discounts

Anderson, Seth C.; Beard, Thomas Randolph; Kim, Hyeongwoo; … - In: Applied economics letters 20 (2013) 10/12, pp. 953-956

Persistent link: https://www.econbiz.de/10010195346

The second moment matters! : cross-sectional dispersion of firm valuations and expected returns

Jiang, Danling - In: Journal of banking & finance 37 (2013) 10, pp. 3974-3992

Persistent link: https://www.econbiz.de/10010127414

Sentiment approach to negative expected return in the stock market

Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34

Persistent link: https://www.econbiz.de/10010258585

Investor sentiment, information and asset pricing model

Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442

Persistent link: https://www.econbiz.de/10010336779