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2. Manager sentiment and its effect on corporate innovation. (2025). Zhao, Long ; Xiong, Xun.
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3. Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Tang, Zhenpeng ; Cai, YI ; Lin, Qiaofeng ; Chen, Kaijie ; Liu, Dinggao.
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5. Co-Integration among COVID-19, Investor Sentiment, and the Stock Market. (2022). Aumeboonsuke, Vesarach ; Xiao, Lin.
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6. Financing anomaly, mispricing and cross-sectional return predictability. (2022). Yang, Baochen ; Ma, Yao ; Ye, Tao.
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7. Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan.
   In: SAGE Open.
   RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621.

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8. Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Ying ; Zhu, Xuehong.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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9. Social media sentiment, model uncertainty, and volatility forecasting. (2021). Xie, Tian ; Lehrer, Steven ; Zhang, Xinyu.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001450.

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37. A coupled component DCS-EGARCH model for intraday and overnight volatility. (2020). LINTON, OLIVER ; Wu, Jianbin.
    In: Journal of Econometrics.
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38. T+1 trading mechanism causes negative overnight return. (2020). Zhang, Bing.
    In: Economic Modelling.
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39. Social media and price discovery: the case of cross-listed firms. (2020). Tran, Vu ; Talavera, Oleksandr ; Fan, Rui.
    In: Discussion Papers.
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40. Stock Returns and Investor Sentiment: Textual Analysis and Social Media. (2019). Hall, Joshua ; McGurk, Zachary ; Nowak, Adam.
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41. Property-Liability Insurers’ Discretionary and Nondiscretionary Loss Reserve Error: Relation with Investor Sentiment. (2019). Wei, Xiangjing ; Sun, Fang.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
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42. Investor sentiment and the cross-section of stock returns: new theory and evidence. (2019). Wang, Qingwei ; Ding, Wenjie ; Mazouz, Khelifa.
    In: Review of Quantitative Finance and Accounting.
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43. Predicting Accounting Misconduct: The Role of Firm-Level Investor Optimism. (2019). Zhou, Tingyu ; Hegde, Shantaram.
    In: Journal of Business Ethics.
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44. Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. (2019). Ik, Sang ; Cho, Hoon ; Ryu, Doojin ; Park, Chanhi.
    In: Sustainability.
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45. Internet finance investor sentiment and return comovement. (2019). Bao, Weiwei ; Chen, Rongda ; Yu, Jingjing ; Jin, Chenglu.
    In: Pacific-Basin Finance Journal.
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46. Bottom-up sentiment and return predictability of the market portfolio. (2019). Li, Youwei ; Zheng, Min ; Guo, Jiaqi.
    In: Finance Research Letters.
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47. Firm-specific investor sentiment and daily stock returns. (2019). Ik, Sang ; Cho, Hoon ; Ryu, Doojin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

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48. Firm-specific investor sentiment and the stock market response to earnings news. (2019). Ik, Sang ; Cho, Hoon ; Ryu, Doojin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:221-240.

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49. Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals. (2019). Zhou, Liyun ; Yang, Chunpeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:130-140.

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50. The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States. (2019). Bouteska, Ahmed.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300693.

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