1. The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

   Full description at Econpapers || Download paper

2. Machine learning approach to stock price crash risk. (2025). Karasan, Abdullah ; Weber, Gerhard-Wilhelm ; Alp, Ozge Sezgin.
   In: Papers.
   RePEc:arx:papers:2505.16287.

   Full description at Econpapers || Download paper

3. Herding and investor sentiment after the cryptocurrency crash: evidence from Twitter and natural language processing. (2024). Cary, Michael.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00663-x.

   Full description at Econpapers || Download paper

4. Firm-specific attributes and capital gains overhang. (2024). Ahmed, Mohamed Shaker ; Helmi, Mohamad Husam.
   In: Eurasian Economic Review.
   RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00285-9.

   Full description at Econpapers || Download paper

5. Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data. (2024). Wang, Yaojun ; Gao, Yang ; Zhao, Chengjie.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:438-450.

   Full description at Econpapers || Download paper

6. Intraday analyses on weather-induced sentiment and stock market behavior. (2024). Cho, Hoon ; Seok, Sangik ; Ryu, Doojin.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001352.

   Full description at Econpapers || Download paper

7. Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

   Full description at Econpapers || Download paper

8. Investor sentiment or information content? A simple test for investor sentiment proxies. (2024). Lee, Geul ; Ryu, Doojin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001475.

   Full description at Econpapers || Download paper

9. Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms. (2024). Nowak, Sabina ; Honecker, Lukas ; Blajer-Gobiewska, Anna.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000469.

   Full description at Econpapers || Download paper

10. Stock Return Synchronicity and Profitability: Evidence from India. (2023). R. L. N. Murthy, ; Mundi, Hardeep Singh.
    In: Paradigm.
    RePEc:sae:padigm:v:27:y:2023:i:1:p:47-59.

    Full description at Econpapers || Download paper

11. Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market. (2023). Zhang, Yue ; Chen, Haozhi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001853.

    Full description at Econpapers || Download paper

12. How economic uncertainty influences the performance of investor perceptions and behavior. (2023). Iatridis, George Emmanuel ; Persakis, Antonios.
    In: Journal of International Accounting, Auditing and Taxation.
    RePEc:eee:jiaata:v:51:y:2023:i:c:s1061951823000204.

    Full description at Econpapers || Download paper

13. Co-Integration among COVID-19, Investor Sentiment, and the Stock Market. (2022). Aumeboonsuke, Vesarach ; Xiao, Lin.
    In: Humanities and Social Sciences Letters.
    RePEc:pkp:hassle:v:10:y:2022:i:4:p:492-510:id:3139.

    Full description at Econpapers || Download paper

14. The Relationship between Corporate Sustainable Development Performance, Investor Sentiment, and Managerial Overconfidence. (2022). Zhou, Xiaolan ; Shen, Chaohai ; Fang, Bingquan.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:17:p:10606-:d:897668.

    Full description at Econpapers || Download paper

15. Firm-level investor sentiment and corporate announcement returns. (2022). Docherty, Paul ; Mahmoudi, Nader ; Melia, Adrian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622001820.

    Full description at Econpapers || Download paper

16. The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ham, Hyuna ; Ryu, Doojin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

    Full description at Econpapers || Download paper

17. Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882.

    Full description at Econpapers || Download paper

18. A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. (2021). Nogueira, Pedro Manuel ; Pinho, Carlos.
    In: Journal of Behavioral Finance.
    RePEc:taf:hbhfxx:v:22:y:2021:i:4:p:420-442.

    Full description at Econpapers || Download paper

19. Term structure of sentiment effect on investor trading behavior. (2021). Kim, Karam ; Ryu, Doojin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000866.

    Full description at Econpapers || Download paper

20. Information uncertainty, investor sentiment, and analyst reports. (2021). Kim, Karam ; Yang, Heejin ; Ryu, Doojin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s105752192100168x.

    Full description at Econpapers || Download paper

21. Does vega-neutral options trading contain information?. (2021). Lee, Jaeram ; Yang, Heejin ; Ryu, Doojin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

    Full description at Econpapers || Download paper

22. Stock Market’s responses to intraday investor sentiment. (2021). Ik, Sang ; Cho, Hoon ; Ryu, Doojin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001340.

    Full description at Econpapers || Download paper

23. The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data. (2021). Zhang, Yuquan W ; Geng, Yong ; Yin, Haitao ; Zheng, Biao.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:651-667.

    Full description at Econpapers || Download paper

24. Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Ahmad, Tanveer ; Hussain, Shahzad ; Malik, Qaisar ; Abbas, Nasir ; Akbar, Muhammad.
    In: CAFE Working Papers.
    RePEc:akf:cafewp:14.

    Full description at Econpapers || Download paper

25. Predictive ability of investor sentiment for the stock market. (2020). Kim, Karam ; Ryu, Doojin.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2020:i:4:p:33-46.

    Full description at Econpapers || Download paper

26. Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). Ahmed, Walid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

    Full description at Econpapers || Download paper

27. Hybrid bond issuances by insurance firms. (2020). Yu, Jinyoung ; Ryu, Doojin.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:45:y:2020:i:c:s156601412030203x.

    Full description at Econpapers || Download paper

28. Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. (2019). Ik, Sang ; Cho, Hoon ; Ryu, Doojin ; Park, Chanhi.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3718-:d:246434.

    Full description at Econpapers || Download paper

29. 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.

    Full description at Econpapers || Download paper

1. Aboody, D. ; Even-Tov, O. ; Lehavy, R. ; Trueman, B. Overnight returns and firm-specific investor sentiment. 2018 Journal of Financial and Quantitative Analysis. 53 485-505

2. Ahn, H.J. ; Kang, J. ; Ryu, D. Informed trading in the index option market: The case of KOSPI 200 options. 2008 Journal of Futures Market. 28 1118-1146

3. Altman, E.I. ; Eom, Y.H. ; Kim, D.W. Failure prediction: Evidence from Korea. 1995 Journal of International Financial Management & Accounting. 6 230-249
   Paper not yet in RePEc: Add citation now
   
4. Antoniou, C. ; Doukas, J.A. ; Subrahmanyam, A. Investor sentiment, beta, and the cost of equity capital. 2015 Management Science. 62 347-367
   Paper not yet in RePEc: Add citation now
   

5. Arif, S. ; Lee, C.M.C. Aggregate investment and investor sentiment. 2014 Review of Financial Studies. 27 3241-3279

6. Baker, M. ; Stein, J. Market liquidity as a sentiment indicator. 2004 Journal of Financial Markets. 7 271-299

7. Baker, M. ; Wurgler, J. Investor sentiment and the cross-section of stock returns. 2006 Journal of Finance. 61 1645-1680

8. Baker, M. ; Wurgler, J. Investor sentiment in the stock market. 2007 Journal of Economic Perspectives. 21 129-152

9. Baker, M. ; Wurgler, J. ; Yuan, Y. Global, local, and contagious investor sentiment. 2012 Journal of Financial Economics. 104 272-287

10. Bali, T.G. ; Cakici, N. ; Whitelaw, R.W. Maxing out: Stock as lotteries and the cross-section of expected returns. 2011 Journal of Financial Economics. 99 427-446

11. Barber, B.M. ; Lee, Y.T. ; Liu, Y.J. ; Odean, T. The cross-section of speculator skill: Evidence from day trading. 2014 Journal of Financial Markets. 18 1-24

12. Barberis, N. ; Thaler, R. A survey of behavioral finance. 2003 En : Constantinides, G.M. ; Harris, M. ; Stulz, R.M. Handbook of the economics of finance. Elesvier, North Holland: Amsterda; London and New York

13. Ben-Rephael, A. ; Kandel, S. ; Wohl, A. Measuring investor sentiment with mutual fund flows. 2012 Journal of Financial Economics. 104 363-382

14. Black, F. Noise. 1986 Journal of Finance. 41 528-543
    Paper not yet in RePEc: Add citation now
    

15. Brown, G.W. ; Cliff, M.T. Investor sentiment and asset valuation. 2005 Journal of Business. 78 405-440

16. Brown, G.W. ; Cliff, M.T. Investor sentiment and near-term stock market. 2004 Journal of Empirical Finance. 11 1-27

17. Campbell, J.Y. ; Kyle, A.S. Smart money, noise trading and stock price behaviour. 1993 Review of Economic Studies. 60 1-34

18. Carhart, M.M. On persistence in mutual fund performance. 1997 The Journal of Finance. 52 57-82

19. Chen, H. ; Chong, T.T.L. ; Duan, X. A principal-component approach to measuring investor sentiment. 2010 Quantitative Finance. 10 339-347

20. Chong, T.T.L. ; Ng, W.K. Technical analysis and the London stock exchange: Testing the MACD and RSI rules using the FT30. 2008 Applied Economics Letters. 15 1111-1114

21. Chung, K.H. ; Park, S.G. ; Ryu, D. Trade duration, informed trading, and option moneyness. 2016 International Review of Economics & Finance. 44 395-411

22. Chung, S.L. ; Hung, C.H. ; Yeh, C.Y. When does investor sentiment predict stock returns?. 2012 Journal of Empirical Finance. 19 217-240

23. Corredor, P. ; Ferrer, E. ; Santamaria, R. Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?. 2013 International Review of Economics & Finance. 27 572-591

24. Da, Z. ; Engelberg, J. ; Gao, P. The sum of all fears investor sentiment and asset prices. 2015 Review of Financial Studies. 28 1-32

25. DeLong, J.B. ; Shleifer, A. ; Summers, L.H. ; Waldmann, R.J. Noise trader risk in financial markets. 1990 Journal of Political Economy. 98 703-738

26. Fama, E.F. ; French, K.R. Common risk factors in the returns on stocks and bonds. 1993 Journal of Financial Economics. 33 3-56

27. Fisher, K.L. ; Statman, M. Consumer confidence and stock returns. 2003 Journal of Portfolio Management. 30 115-127
    Paper not yet in RePEc: Add citation now
    
28. Fisher, K.L. ; Statman, M. Investor sentiment and stock returns. 2000 Financial Analysts Journal. 54 16-23
    Paper not yet in RePEc: Add citation now
    

29. Frazzini, A. ; Lamont, O.A. Dumb money: Mutual fund flows and the cross-section of stock returns. 2008 Journal of Financial Economics. 88 299-322

30. Grossman, S.J. ; Stiglitz, J.E. On the impossibility of informationally efficient markets. 1980 American Economic Review. 70 393-408

31. Kim, J.S. ; Ryu, D. ; Seo, S.W. Investor sentiment and return predictability of disagreement. 2014 Journal of Banking & Finance. 42 166-178

32. Kim, K. ; Byun, J. Effect of investor sentiment on market response to stock split announcement. 2010 Asia-Pacific Journal of Financial Studies. 39 687-719
    Paper not yet in RePEc: Add citation now
    

33. Kumar, A. ; Lee, C. Retail investor sentiment and return comovements. 2006 Journal of Finance. 61 2451-2486

34. Lee, C. ; Shleifer, A. ; Thaler, R.H. Investor sentiment and the closed-end fund puzzle. 1991 Journal of Finance. 46 75-109

35. Lee, W.Y. ; Jiang, C.X. ; Indro, D.C. Stock market volatility, excess returns, and the role of investor sentiment. 2002 Journal of Banking & Finance. 26 2277-2299

36. Lemmon, M. ; Portniaguina, E. Consumer confidence and asset prices: Some empirical evidence. 2006 Review of Financial Studies. 19 1499-1529

37. Liao, T.L. ; Huang, C.J. ; Wu, C.Y. Do fund managers herd to counter investor sentiment?. 2011 Journal of Business Research. 64 207-212

38. Liu, S. Investor sentiment and stock market liquidity. 2015 Journal of Behavioral Finance. 16 51-67
    Paper not yet in RePEc: Add citation now
    

39. Mclean, R.D. ; Zhao, M. The business cycle, investor sentiment, and costly external finance. 2014 Journal of Finance. 69 1377-1409

40. Neal, R. ; Wheatley, S.M. Do measures of investor sentiment predict returns?. 1998 Journal of Financial and Quantitative Analysis. 33 523-547

41. Ni, Z.X. ; Wang, D.Z. ; Xue, W.J. Investor sentiment and its nonlinear effect on stock returns – New evidence from the Chinese stock market based on panel quantile regression model. 2015 Economic Modelling. 50 266-274

42. Petkova, R. ; Zhang, L. Is value riskier than growth?. 2005 Journal of Financial Economics. 78 187-202

43. Pojarliev, M. ; Levich, R.M. Detecting crowded trades in currency funds. 2011 Financial Analysis Journal. 67 26-39
    Paper not yet in RePEc: Add citation now
    

44. Qian, X. Small investor sentiment, differences of opinion and stock overvaluation. 2014 Journal of Financial Markets. 19 219-246

45. Ritter, J.R. The long-run performance of initial public offerings. 1991 Journal of Finance. 46 3-27

46. Ryu, D. The information content of trades: An analysis of KOSPI 200 index derivatives. 2015 Journal of Futures Markets. 35 201-221

47. Ryu, D. What types of investors generate the two-phase phenomenon?. 2013 Physica A: Statistical Mechanics and its Applications. 392 5939-5946

48. Ryu, D. ; Kim, H. ; Yang, H. Investor sentiment, trading behavior and stock returns. 2017 Applied Economics Letters. 24 826-830

49. Schmeling, M. Investor sentiment and stock returns: Some international evidence. 2009 Journal of Empirical Finance. 16 394-408

50. Shen, J. ; Yu, J. ; Zhao, S. Investor sentiment and economic forces. 2017 Journal of Monetary Economics. 86 1-21

51. Shi, Y. ; Ho, K.Y. ; Liu, W.M. Public information arrival and stock return volatility: Evidence from news sentiment and Markov regime-switching approach. 2016 International Review of Economics & Finance. 42 291-312

52. Shiller, R.J. The use of volatility measures in assessing market efficiency. 1981 Journal of Finance. 36 291-304

53. Shleifer, A. ; Summers, L.H. The noise trader approach to finance. 1990 Journal of Economic Perspectives. 4 19-33

54. Sias, R. ; Turtle, H.J. ; Zykaj, B. Hedge fund crowds and mispricing. 2015 Management Science. 62 764-784
    Paper not yet in RePEc: Add citation now
    

55. Sim, M. ; Ryu, D. ; Yang, H. Tests on the monotonicity properties of KOSPI 200 options price. 2016 Journal of Futures Markets. 36 625-646

56. Stambaugh, R.F. ; Yu, J. ; Yuan, Y. Arbitrage asymmetry and the idiosyncratic volatility puzzle. 2015 Journal of Finance. 70 1903-1948

57. Stambaugh, R.F. ; Yu, J. ; Yuan, Y. The long of it: Odds that investor sentiment spuriously predicts anomaly returns. 2014 Journal of Financial Economics. 114 613-619

58. Stein, J.C. Presidential address: Sophisticated investors and market efficiency. 2009 Journal of Finance. 64 1517-1548

59. Stigler, G.J. Public regulation of the securities markets. 1964 Journal of Business. 37 117-142
    Paper not yet in RePEc: Add citation now
    

60. Sun, L. ; Najand, M. ; Shen, J. Stock return predictability and investor sentiment: A high-frequency perspective. 2016 Journal of Banking & Finance. 73 147-164

61. Swaminathan, B. Time-varying expected small firm returns and closed-end fund discounts. 1996 Review of Financial Studies. 9 845-887

62. Tetlock, P.C. Giving content to investor sentiment: The role of media in the stock market. 2007 Journal of Finance. 62 1139-1168

63. Webb, R.I. ; Ryu, D. ; Ryu, D. ; Han, J. The price impact of futures trades and their intraday seasonality. 2016 Emerging Markets Review. 26 80-89

64. Yang, C. ; Gao, B. The term structure of sentiment effect in stock index futures market. 2014 North American Journal of Economics and Finance. 30 171-182

65. Yang, C. ; Zhang, R. Does mixed-frequency investor sentiment impact stock returns? Based on the empirical study of MIDAS regression model. 2014 Applied Economics. 46 966-972

66. Yang, C. ; Zhou, L. Individual stock crowded trades, individual stock investor sentiment and excess returns. 2016 North American Journal of Economics and Finance. 38 39-53

67. Yang, C. ; Zhou, L. Investor trading behavior, investor sentiment and asset prices. 2015 North American Journal of Economics and Finance. 34 42-62

68. Yang, H. ; Ahn, H.J. ; Kim, M.H. ; Ryu, D. Information asymmetry and investor trading behavior around bond rating change announcements. 2017 Emerging Markets Review. 32 38-51

69. Yang, H. ; Choi, H.S. ; Ryu, D. Option market characteristics and price monotonicity violations. 2017 Journal of Futures Markets. 37 473-498

70. Yang, H. ; Ryu, D. ; Ryu, D. Investor sentiment, asset returns and firm characteristics: Evidence from the Korean stock market. 2017 Investment Analysts Journal. 46 132-147
    Paper not yet in RePEc: Add citation now
    

71. Yu, J. ; Yuan, Y. Investor sentiment and the mean–variance relation. 2011 Journal of Financial Economics. 100 367-381

72. Zweig, M.E. An investor expectations stock price predictive model using closed-end fund premiums. 1973 Journal of Finance. 28 67-78

1. Price Gap Anomaly: Empirical Study of Opening Price Gaps and Price Disparities in Chinese Stock Indices. (2025). Nadarajah, Saralees ; Si, Yuancheng.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09461-y.

   Full description at Econpapers || Download paper

2. Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility. (2024). Boukhers, Zeyd ; Lohr, Matthias ; Jurjens, Jan ; Bouabdallah, Azeddine.
   In: Papers.
   RePEc:arx:papers:2202.08967.

   Full description at Econpapers || Download paper

3. Earnings announcement return extrapolation. (2022). Karolyi, Stephen A ; Stoumbos, Robert ; Kelly, Peter W ; Ertan, Aytekin.
   In: Review of Accounting Studies.
   RePEc:spr:reaccs:v:27:y:2022:i:1:d:10.1007_s11142-021-09593-w.

   Full description at Econpapers || Download paper

4. Forecasting realised volatility from search volume and overnight sentiment: Evidence from China. (2022). Han, Wei ; Wang, Ping ; Duong, Duy ; Huang, Chengcheng.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001222.

   Full description at Econpapers || Download paper

5. Price reversal and heterogeneous belief. (2022). Li, Yan ; He, Qiubei ; Liang, Chao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:82:y:2022:i:c:p:104-119.

   Full description at Econpapers || Download paper

6. A new momentum measurement in the Chinese stock market. (2022). Li, Yan ; Liang, Chao.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000543.

   Full description at Econpapers || Download paper

7. Overnight returns, daytime reversals, and future stock returns. (2022). Koch, Paul D ; Akbas, Ferhat ; Boehmer, Ekkehart ; Jiang, Chao.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:145:y:2022:i:3:p:850-875.

   Full description at Econpapers || Download paper

8. Firm-level investor sentiment and corporate announcement returns. (2022). Docherty, Paul ; Mahmoudi, Nader ; Melia, Adrian.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:144:y:2022:i:c:s0378426622001820.

   Full description at Econpapers || Download paper

9. The Shift from Active to Passive and its Effect on Intraday Stock Dynamics. (2022). Steliaros, Michael ; de Rossi, Giuliano.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001911.

   Full description at Econpapers || Download paper

10. A clientele effect in online lending markets: Evidence from the comovement between investor sentiment and online lending rates. (2022). Chen, Rongda ; Yu, Jingjing ; Xu, Guorui ; Jin, Chenglu.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001682.

    Full description at Econpapers || Download paper

11. The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ham, Hyuna ; Ryu, Doojin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892.

    Full description at Econpapers || Download paper

12. Investor sentiment and stock volatility: New evidence. (2022). Gong, Xue ; Zhang, Weiguo ; Wang, Junbo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084.

    Full description at Econpapers || Download paper

13. Asymmetrical impacts from overnight returns on stock returns. (2021). Huang, Alex ; Truong, Quang Thai.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00911-y.

    Full description at Econpapers || Download paper

14. Analyst herding and firm-level investor sentiment. (2021). Garcia, John.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:35:y:2021:i:4:d:10.1007_s11408-021-00382-8.

    Full description at Econpapers || Download paper

15. Empirical Analysis of MSCI China A-Shares. (2021). Li, Yan.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:514-:d:665289.

    Full description at Econpapers || Download paper

16. Do overnight returns explain firm-specific investor sentiment in China?. (2021). Zhou, Xuemei ; Guo, Shuxin ; Liu, Qiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:451-477.

    Full description at Econpapers || Download paper

17. Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli ; Scarcioffolo, Alexandre R.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356.

    Full description at Econpapers || Download paper

18. Investor sentiment and limits of arbitrage: Evidence from Chinese stock market. (2021). Zhang, Zili ; Zhao, Xuejun ; Tan, Xiaoyu ; Wang, Chengxiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:577-595.

    Full description at Econpapers || Download paper

19. Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China. (2021). Bao, Weiwei ; Chen, Rongda ; Jin, Chenglu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:112-129.

    Full description at Econpapers || Download paper

20. The effect of online environmental news on green industry stocks: The mediating role of investor sentiment. (2021). Shen, Xiaohong ; Yu, Guangjin ; Wang, Gaoshan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:573:y:2021:i:c:s037843712100251x.

    Full description at Econpapers || Download paper

21. ETFs’ high overnight returns: The early liquidity provider gets the worm. (2021). Lachance, Marie-Eve.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030032x.

    Full description at Econpapers || Download paper

22. Firm-specific investor sentiment and stock price crash risk. (2021). Liu, Yufang ; Wu, Xiang ; Chen, Rongda ; Fu, Junhui.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308013.

    Full description at Econpapers || Download paper

23. Returns and volatilities of energy futures markets: Roles of speculative and hedging sentiments. (2021). Chen, Rongda ; Liu, Jia ; Jin, Chenglu ; Wei, BO.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000909.

    Full description at Econpapers || Download paper

24. The gambling preference and stock price: Evidence from Chinas stock market. (2021). Yang, Li-Hua ; Zhu, Hong-Bing ; Zhang, Bing.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:49:y:2021:i:c:s156601412100011x.

    Full description at Econpapers || Download paper

25. Unintended investor sentiment on bank financial products: Evidence from China. (2021). Wang, Shengnan ; Chen, Rongda ; Wu, Ling ; Jin, Chenglu.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:49:y:2021:i:c:s1566014120303435.

    Full description at Econpapers || Download paper

26. The mean–variance relation: A 24-hour story. (2021). Wang, Wenzhao.
    In: Economics Letters.
    RePEc:eee:ecolet:v:208:y:2021:i:c:s016517652100330x.

    Full description at Econpapers || Download paper

27. Stock Market’s responses to intraday investor sentiment. (2021). Ik, Sang ; Cho, Hoon ; Ryu, Doojin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001340.

    Full description at Econpapers || Download paper

28. Overnight stock returns, intraday returns, and firm-specific investor sentiment. (2021). Suh, Sangwon ; Kim, Byungoh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301790.

    Full description at Econpapers || Download paper

29. Investor sentiment and stock price: Empirical evidence from Chinese SEOs. (2021). Lan, Yueqin ; Huang, Yong ; Yan, Chao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:703-714.

    Full description at Econpapers || Download paper

30. Stock returns and investor sentiment: textual analysis and social media. (2020). McGurk, Zachary ; Hall, Joshua ; Nowak, Adam.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09494-4.

    Full description at Econpapers || Download paper

31. Deep learning-based cryptocurrency sentiment construction. (2020). Nasekin, Sergey ; Chen, Cathy Yi-Hsuan.
    In: Digital Finance.
    RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00018-y.

    Full description at Econpapers || Download paper

32. A Socio-Finance Model: The Case of Bitcoin. (2020). Shen, Dehua ; Meng, Yongqiang ; Xiong, Xiong ; Andersen, Jorgen Vitting.
    In: Post-Print.
    RePEc:hal:journl:halshs-03048777.

    Full description at Econpapers || Download paper

33. A Socio-Finance Model: The Case of Bitcoin. (2020). Shen, Dehua ; Meng, Yongqiang ; Xiong, Xiong ; Andersen, Jorgen Vitting.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-03048777.

    Full description at Econpapers || Download paper

34. Price discovery, order submission, and tick size during preopen period. (2020). Yamamoto, Ryuichi ; Xiao, Xijuan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20302067.

    Full description at Econpapers || Download paper

35. Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence. (2020). Shen, Dehua ; Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304822.

    Full description at Econpapers || Download paper

36. Stock mispricing, hard-to-value stocks and the influence of internet stock message boards. (2020). Shen, Dehua ; Meng, Yongqiang ; Xiong, Xiong ; Joseph, Nathan Lael.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302209.

    Full description at Econpapers || Download paper

37. A coupled component DCS-EGARCH model for intraday and overnight volatility. (2020). LINTON, OLIVER ; Wu, Jianbin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:217:y:2020:i:1:p:176-201.

    Full description at Econpapers || Download paper

38. T+1 trading mechanism causes negative overnight return. (2020). Zhang, Bing.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:89:y:2020:i:c:p:55-71.

    Full description at Econpapers || Download paper

39. Social media and price discovery: the case of cross-listed firms. (2020). Tran, Vu ; Talavera, Oleksandr ; Fan, Rui.
    In: Discussion Papers.
    RePEc:bir:birmec:20-05.

    Full description at Econpapers || Download paper

40. Stock Returns and Investor Sentiment: Textual Analysis and Social Media. (2019). Hall, Joshua ; McGurk, Zachary ; Nowak, Adam.
    In: Working Papers.
    RePEc:wvu:wpaper:19-03.

    Full description at Econpapers || Download paper

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).
    RePEc:wsi:rpbfmp:v:22:y:2019:i:03:n:s0219091519500164.

    Full description at Econpapers || Download paper

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.
    RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0756-z.

    Full description at Econpapers || Download paper

43. Predicting Accounting Misconduct: The Role of Firm-Level Investor Optimism. (2019). Zhou, Tingyu ; Hegde, Shantaram.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:160:y:2019:i:2:d:10.1007_s10551-018-3848-8.

    Full description at Econpapers || Download paper

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.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3718-:d:246434.

    Full description at Econpapers || Download paper

45. Internet finance investor sentiment and return comovement. (2019). Bao, Weiwei ; Chen, Rongda ; Yu, Jingjing ; Jin, Chenglu.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:151-161.

    Full description at Econpapers || Download paper

46. Bottom-up sentiment and return predictability of the market portfolio. (2019). Li, Youwei ; Zheng, Min ; Guo, Jiaqi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:57-60.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

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.

    Full description at Econpapers || Download paper

Report date: 2025-09-16 16:53:09 || Missing content? Let us know