Similar Search Results

Understanding investor sentiment : analyzing its influence on stock and cryptocurrency markets during the Russia-Ukraine war

Chowdhury, Emon Kalyan; Chowdhury, Rupam; Dhar, Bablu Kumar - In: Thunderbird international business review 66 (2024) 5, pp. 473-489

Persistent link: https://www.econbiz.de/10014634587

Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets

Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013253483

Machine learning and the cross-section of cryptocurrency returns

Cakici, Nusret; Shahzad, Syed Jawad Hussain; … - In: International review of financial analysis 94 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10014543950

Predictive power of investor sentiment for Bitcoin returns : evidence from COVID-19 pandemic

Bouteska, Ahmed; Mefteh-Wali, Salma; Dang, Trung - In: Technological forecasting & social change : an … 184 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014229346

Predicting cryptocurrency returns for real-world investments : a daily updated and accessible predictor

He, Mengxi; Shen, Lihua; Zhang, Yaojie; Zhang, Yi - In: Finance research letters 58 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10014584792

Does sentiment impact cryptocurrency?

Anamika; Chakraborty, Madhumita; Subramaniam, Sowmya - In: The journal of behavioral finance : a publication of … 24 (2023) 2, pp. 202-218

Persistent link: https://www.econbiz.de/10013547899

Market sentiment and paradigm shifts

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

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

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

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