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Published stock recommendations as institutional investor sentiment in the near-term stock market

Singer, Nico; Dreher, Frank; Laser, Saskia - 2012 - This version: April 11, 2012

This paper investigates the role of published stock recommendations in print and online media as investor sentiment in the near-term German stock market. In line with extant literature on other sentiment measures, vector autoregressions reveal that past stock returns drive today's sentiment, but...

Persistent link: https://www.econbiz.de/10009376117

Options trading based on the forecasting of volatility direction with the incorporation of investor sentiment

Sheu, Her-Jium; Wei, Yu-Chen - In: Emerging markets finance & trade : a journal of the … 47 (2011) 2, pp. 31-47

Persistent link: https://www.econbiz.de/10009313085

Investor sentiment and feedback trading : evidence from the exchange-traded fund markets

Chau, Frankie; Deesomsak, Rataporn; Lau, Chi Keung - In: International review of financial analysis 20 (2011) 5, pp. 292-305

Persistent link: https://www.econbiz.de/10009492105

Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective

Xie, Jun; Yang, Chunpeng - In: Applied economics 47 (2015) 7/9, pp. 700-709

Persistent link: https://www.econbiz.de/10010512138

Predicted vs. real stock prices : can the difference be explained by key macroeconomic factors?

Spilioti, Stella - In: Investment management and financial innovations 11 (2014) 4, pp. 107-116

Persistent link: https://www.econbiz.de/10010514720

The asymmetric effects of investor sentiment and monetary policy on stock prices

Li, Jinfang - In: Applied economics 47 (2015) 22/24, pp. 2514-2522

Persistent link: https://www.econbiz.de/10010516560

Market-wide sentiment and market returns

Fong, Wai-mun - In: The journal of asset management 16 (2015) 5, pp. 316-328

Persistent link: https://www.econbiz.de/10011416604

The impact of investor sentiment on stock returns in emerging markets : the case of Central European markets

Corredor, Pilar; Ferrer, E.; Santamaría Aquilué, Rafael - In: Eastern European economics 53 (2015) 4, pp. 328-355

Persistent link: https://www.econbiz.de/10011430661

Managers' incentives, earnings management strategies, and investor sentiment

Yang, Zhonghai; Su, Roger; Zhang, Qianqian; Sun, Ying - In: International journal of business and economics 13 (2014) 2, pp. 157-180

Persistent link: https://www.econbiz.de/10010531225

The long of it : odds that investor sentiment spuriously predicts anomaly returns

Stambaugh, Robert F.; Yu, Jianfeng; Yuan, Yu - In: Journal of financial economics 114 (2014) 3, pp. 613-619

Persistent link: https://www.econbiz.de/10010532685

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