1. 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

1. Anastasiou, D. ; Ballis, A. ; Drakos, K. Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. 2022 International Review of Financial Analysis. 81 -

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

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

4. Baker, M. ; Wurgler, J. Investor sentiment in the stock market. 2007 Journal of Economic Perspectives. 21 129-151

5. Barberis, N. ; Shleifer, A. ; Vishny, R. A model of investor sentiment. 1998 Journal of Financial Economics. 49 307-343

6. Birru, J. ; Young, T. Sentiment and uncertainty. 2022 Journal of Financial Economics. 146 1148-1169
   Paper not yet in RePEc: Add citation now
   

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

8. Bu, Q. Are all the sentiment measures the same?. 2021 Journal of Behavioral Finance. 24 161-170
   Paper not yet in RePEc: Add citation now
   

9. Buckman, S.R. ; Shapiro, A.H. ; Sudhof, M. ; Wilson, D.J. News sentiment in the time of COVID-19. 2020 Federal Reserve Bank of San Francisco Economic Letter. 4 1-5

10. Cai, Q. ; Yung, K. Sentiment, attention, and earnings pricing. 2022 Journal of Behavioral Finance. -
    Paper not yet in RePEc: Add citation now
    

11. Cevik, E. ; Kirci Altinkeski, B. ; Cevik, E.I. ; Dibooglu, S. Investor sentiments and stock markets during the COVID-19 pandemic. 2022 Financial Innovation. 8 1-34

12. Chiang, M.T. ; Lin, M.C. Market sentiment and herding in analysts’ stock recommendations. 2019 The North American Journal of Economics and Finance. 48 48-64

13. Colón-De-Armas, C. ; Rodriguez, J. ; Romero, H. Investor sentiment and US presidential elections. 2017 Review of Behavioral Finance. 9 227-241

14. Curran, M.M. ; Moran, D. Impact of the FTSE4Good index on firm price: An event study. 2007 Journal of Environmental Management. 82 529-537
    Paper not yet in RePEc: Add citation now
    

15. Dash, S.R. ; Maitra, D. The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. 2022 The North American Journal of Economics and Finance. 62 -

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

17. Donadelli, M. ; Kizys, R. ; Riedel, M. Dangerous infectious diseases: Bad news for Main street, good news for wall street?. 2017 Journal of Financial Markets. 35 84-103

18. Du, W. News and market efficiency in the japanese stock market. 2021 Journal of Behavioral Finance. 22 306-319

19. Fama, E.F. Efficient capital markets: A review of theory and empirical work. 1970 Journal of Finance. 25 383-417

20. Fama, E.F. Efficient capital markets: II. 1991 Journal of Finance. 46 1575-1617

21. FRASER - Federal Reseve Bank of St. Louis. (2022). Timeline of events related to the COVID-19 pandemic. https://fraser.stlouisfed.org/timeline/covid-19-pandemic.
    Paper not yet in RePEc: Add citation now
    

22. Frydman, R. ; Mangee, N. ; Stillwagon, J. How market sentiment drives forecasts of stock returns. 2021 Journal of Behavioral Finance. 22 351-367

23. García, D. Sentiment during recessions. 2013 Journal of Finance. 68 1267-1300
    Paper not yet in RePEc: Add citation now
    

24. Gu, L. Product market competition, R&D investment, and stock returns. 2016 Journal of Financial Economics. 119 441-455

25. Haroon, O. ; Rizvi, S.A.R. COVID-19: Media coverage and financial markets behavior—A sectoral inquiry. 2020 Journal of Behavioral and Experimental Finance. 27 -

26. Huang, C. ; Yang, X. ; Yang, X. ; Sheng, H. An empirical study of the effect of investor sentiment on returns of different industries. 2014 Mathematical Problems in Engineering. 2014 -
    Paper not yet in RePEc: Add citation now
    

27. Irvine, P.J. ; Pontiff, J. Idiosyncratic return volatility, cash flows, and product market competition. 2009 Review of Financial Studies. 22 1149-1177

28. Jin, Z. ; Guo, K. ; Sun, Y. ; Lai, L. ; Liao, Z. The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR. 2020 Journal of Forecasting. 39 1166-1178

29. Kim, K. ; Ryu, D. ; Yang, H. Information uncertainty, investor sentiment, and analyst reports. 2021 International Review of Financial Analysis. 77 -

30. Kumari, J. ; Mahakud, J. Does investor sentiment predict the asset volatility? evidence from emerging stock market India. 2015 Journal of Behavioral and Experimental Finance. 8 25-39

31. Landsman, W.R. ; Maydew, E.L. Has the information content of quarterly earnings announcements declined in the past three decades?. 2002 Journal of Accounting Research. 40 797-808

32. 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

33. Li, C. ; Yan, Y. ; Liu, X. ; Wan, S. ; Xu, Y. ; Lin, H. Forward looking statement, investor sentiment and stock liquidity. 2023 Heliyon. 9 e15329-
    Paper not yet in RePEc: Add citation now
    

34. Li, S. ; Hoque, H. ; Liu, J. Investor sentiment and firm capital structure. 2023 Journal of Corporate Finance. 80 -

35. Liu, Q. ; Huang, M. ; Zhao, L. ; Lee, W.S. The dispositional effects of holidays on investor sentiment: Therapeutic and hygienic. 2023 Journal of Innovation & Knowledge. 8 -
    Paper not yet in RePEc: Add citation now
    
36. Liu, Q. ; Wang, X. ; Du, Y. The weekly cycle of investor sentiment and the holiday effect-an empirical study of Chinese stock market based on natural language processing. 2022 Heliyon. 8 e12646-
    Paper not yet in RePEc: Add citation now
    

37. Maknickiene, N. ; Lapinskaite, I. ; Maknickas, A. Application of ensemble of recurrent neural networks for forecasting of stock market sentiments. 2018 Equilibrium. Quarterly Journal of Economics and Economic Policy. 13 7-27

38. Mangee, N. Stock returns and the tone of marketplace information: Does context matter?. 2018 Journal of Behavioral Finance. 19 396-406

39. Modi, S.B. ; Wiles, M.A. ; Mishra, S. Shareholder value implications of service failures in triads: The case of customer information security breaches. 2015 Journal of Operations Management. 35 21-39
    Paper not yet in RePEc: Add citation now
    

40. Molchanov, A. ; Stangl, J. Investor sentiment and industry returns. 2018 International Journal of Finance & Economics. 23 546-570

41. Nicola, M. ; Alsafi, Z. ; Sohrabi, C. ; Kerwan, A. ; Al-Jabir, A. ; Iosifidis, C. ; Agha, M. ; Agha, R. The socio-economic implications of the coronavirus pandemic (COVID-19): A review. 2020 International Journal of Surgery. 78 185-193
    Paper not yet in RePEc: Add citation now
    
42. Nundy, S. ; Ghosh, A. ; Mesloub, A. ; Albaqawy, G.A. ; Alnaim, M.M. Impact of COVID-19 pandemic on socio-economic, energy-environment and transport sector globally and sustainable development goal (SDG). 2021 Journal of Cleaner Production. 312 -
    Paper not yet in RePEc: Add citation now
    

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

44. Ryu, D. ; Ryu, D. ; Yang, H. Investor sentiment, market competition, and financial crisis: Evidence from the korean stock market. 2020 Emerging Markets Finance and Trade. 56 1804-1816

45. Sanford, A. Does perception matter in asset pricing? modeling volatility jumps using twitter-based sentiment indices. 2022 Journal of Behavioral Finance. 23 262-280

46. Seok, S.I. ; Cho, H. ; Ryu, D. Firm-specific investor sentiment and daily stock returns. 2019 North American Journal of Economics and Finance. 50 -

47. Seok, S.I. ; Cho, H. ; Ryu, D. Firm-specific investor sentiment and the stock market response to earnings news. 2019 North American Journal of Economics and Finance. 48 221-240

48. Shaikh, I. Impact of COVID-19 pandemic disease outbreak on the global equity markets. 2021 Economic Research-Ekonomska Istraživanja. 34 2317-2336

49. Shapiro, A.H. ; Sudhof, M. ; Wilson, D.J. Measuring news sentiment. 2022 Journal of Econometrics. 228 221-243
    Paper not yet in RePEc: Add citation now
    

50. Shen, S. ; Xia, L. ; Shuai, Y. ; Gao, D. Measuring news media sentiment using big data for chinese stock markets. 2022 Pacific-Basin Finance Journal. 74 -

51. Shu, H.-C. ; Chang, J.-H. Investor sentiment and financial market volatility. 2015 Journal of Behavioral Finance. 16 206-219

52. Song, Y. ; Hao, X. ; Lu, Z. The impact of the coronavirus disease 2019 pandemic on investor sentiment—Evidence from A-share listed companies in China. 2021 Frontiers in Psychology. 12 -
    Paper not yet in RePEc: Add citation now
    

53. Stoughton, N.M. ; Wong, K.P. ; Yi, L. Investment efficiency and product market competition. 2017 Journal of Financial and Quantitative Analysis. 52 2611-2642

54. Subramaniam, S. ; Chakraborty, M. COVID-19 fear index: Does it matter for stock market returns?. 2021 Review of Behavioral Finance. 13 40-50

55. Sun, Y. ; Bao, Q. ; Lu, Z. Coronavirus (Covid-19) outbreak, investor sentiment, and medical portfolio: Evidence from China, Hong Kong, Korea, Japan, and U.S. 2021 Pacific-Basin Finance Journal. 65 -

56. Sun, Y. ; Wu, M. ; Zeng, X. ; Peng, Z. The impact of COVID-19 on the chinese stock market: Sentimental or substantial?. 2021 Finance Research Letters. 38 -

57. Tversky, A. ; Kahneman, D. Judgment under uncertainty: Heuristics and biases. 1974 New Series. 185 1124-1131
    Paper not yet in RePEc: Add citation now
    

58. Uygur, U. ; Taş, O. The impacts of investor sentiment on different economic sectors: Evidence from Istanbul stock exchange. 2014 Borsa Istanbul Review. 14 236-241

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

60. Zeitun, R. ; Rehman, M.U. ; Ahmad, N. ; Vo, X.V. The impact of twitter-based sentiment on US sectoral returns. 2023 The North American Journal of Economics and Finance. 64 -

61. Zhou, G. Measuring investor sentiment. 2018 Annual Review of Financial Economics. 10 239-259

1. Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

   Full description at Econpapers || Download paper

2. The effect of COVID-19 vaccine on the international financial markets. (2025). Wang, Jiaying ; Ma, Yunsheng.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014193.

   Full description at Econpapers || Download paper

3. The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied.
   In: Energy Economics.
   RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065.

   Full description at Econpapers || Download paper

4. 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

5. Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies. (2024). Huynh, Luu Duc Toan ; Damette, Olivier ; Wang, LU ; Toan, Luu Duc ; Zhang, LI ; Liang, Chao.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:223:y:2024:i:c:p:168-184.

   Full description at Econpapers || Download paper

6. Economic sanctions sentiment and global stock markets. (2024). Yousaf, Imran ; Abakah, Emmanuel ; Li, Yanshuang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

   Full description at Econpapers || Download paper

7. Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid.
   In: Energy Economics.
   RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

   Full description at Econpapers || Download paper

8. 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

9. Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war. (2023). Billah, Syed ; Balli, Faruk ; Kumar, Sanjeev ; Jain, Reetika.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:88:y:2023:i:c:p:547-593.

   Full description at Econpapers || Download paper

10. Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Song, Ziyu ; Gong, Xiaomin ; Zhang, Cheng ; Yu, Changrui.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

    Full description at Econpapers || Download paper

11. Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts follow-up behavior. (2023). Chen, Yuan ; Zhou, Xiaofeng ; Han, Dongmei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s105752192300220x.

    Full description at Econpapers || Download paper

12. The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x.

    Full description at Econpapers || Download paper

13. Impact of Institutional Ownership on Stock Liquidity: Evidence from Karachi Stock Exchange, Pakistan. (2018). .
    In: Global Business Review.
    RePEc:sae:globus:v:19:y:2018:i:4:p:939-951.

    Full description at Econpapers || Download paper

14. Specification Testing in Hawkes Models. (2015). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150086.

    Full description at Econpapers || Download paper

15. Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

    Full description at Econpapers || Download paper

16. The correlation puzzle: The interaction of bond and risk correlation. (2013). Bethke, Sebastian ; Trapp, Monika ; Kempf, Alexander.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1306.

    Full description at Econpapers || Download paper

17. Stock Message Board Recommendations and Share Trading Activity. (2013). Thapa, Kiran.
    In: PhD Thesis.
    RePEc:uts:finphd:10.

    Full description at Econpapers || Download paper

18. Do Fund Investors Know that Risk is Sometimes not Priced?. (2013). Lehnert, Thorsten ; Irek, Fabian.
    In: DEM Discussion Paper Series.
    RePEc:luc:wpaper:13-1.

    Full description at Econpapers || Download paper

19. Born in the USA? Contagious investor sentiment and UK equity returns.. (2013). Green, Christopher ; Hudson, Yawen.
    In: Discussion Paper Series.
    RePEc:lbo:lbowps:2013_13.

    Full description at Econpapers || Download paper

20. Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?. (2013). Santamaria, Rafael ; Corredor, Pilar ; Ferrer, Elena.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:27:y:2013:i:c:p:572-591.

    Full description at Econpapers || Download paper

21. Investor sentiment and IPO pricing during pre-market and aftermarket periods: Evidence from Hong Kong. (2013). Jiang, LI ; Li, Gao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:23:y:2013:i:c:p:65-82.

    Full description at Econpapers || Download paper

22. Footprints in the market: Hedge funds and the carry trade. (2013). Fong, Wai Mun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:33:y:2013:i:c:p:41-59.

    Full description at Econpapers || Download paper

23. Controlling shareholders and market timing in share issuance. (2013). Urzúa I., Francisco ; Larrain, Borja.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:661-681.

    Full description at Econpapers || Download paper

24. Arbitrage risk and the turnover anomaly. (2013). Huang, Tsung-Yu ; Chou, Pin-Huang ; Yang, Hung-Jeh .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:11:p:4172-4182.

    Full description at Econpapers || Download paper

25. Stock price synchronicity and liquidity. (2013). Kang, Wenjin ; Chan, Kalok ; Hameed, Allaudeen.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:3:p:414-438.

    Full description at Econpapers || Download paper

26. Macro fundamentals as a source of stock market volatility in China: A GARCH-MIDAS approach. (2013). Joyeux, Roselyne ; girardin, eric.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:34:y:2013:i:c:p:59-68.

    Full description at Econpapers || Download paper

27. Do Fund Investors Know that Risk is Sometimes not Priced?. (2013). Lehnert, Thorsten ; Irek, Fabian.
    In: LSF Research Working Paper Series.
    RePEc:crf:wpaper:13-1.

    Full description at Econpapers || Download paper

28. Global, local, and contagious investor sentiment. (2012). Yuan, Yu ; Wurgler, Jeffrey ; Baker, Malcolm.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:272-287.

    Full description at Econpapers || Download paper

29. Liquidity-adjusted conditional capital asset pricing model. (2012). Chen, Langnan ; Wang, Jinan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:361-368.

    Full description at Econpapers || Download paper

30. The impact of investor sentiment on the German stock market. (2011). Ruenzi, Stefan ; Finter, Philipp ; Niessen-Ruenzi, Alexandra.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1003r.

    Full description at Econpapers || Download paper

31. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis. (2011). Vo, Xuan Vinh ; Batten, Jonathan.
    In: MPRA Paper.
    RePEc:pra:mprapa:29862.

    Full description at Econpapers || Download paper

32. Disagreement and return predictability of stock portfolios. (2011). Yu, Jialin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:162-183.

    Full description at Econpapers || Download paper

33. Recent trends in trading activity and market quality. (2011). Subrahmanyam, Avanidhar ; Chordia, Tarun ; Roll, Richard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:2:p:243-263.

    Full description at Econpapers || Download paper

34. Investor sentiment and the mean-variance relation. (2011). Yuan, Yu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:367-381.

    Full description at Econpapers || Download paper

35. Do fund managers herd to counter investor sentiment?. (2011). Liao, Tsai-Ling ; Huang, Chih-Jen ; Wu, Chieh-Yuan.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:64:y:2011:i:2:p:207-212.

    Full description at Econpapers || Download paper

36. The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations. (2010). Lee, Hsiu-Chuan ; Chuang, Wen-I, .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:5:p:521-535.

    Full description at Econpapers || Download paper

37. Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223.

    Full description at Econpapers || Download paper

38. The Price Impact of Institutional Herding. (2010). Prat, Andrea ; Verardo, Michela ; Dasgupta, Amil.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7804.

    Full description at Econpapers || Download paper

39. Does the weather affect stock market volatility?. (2009). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George.
    In: MPRA Paper.
    RePEc:pra:mprapa:34128.

    Full description at Econpapers || Download paper

40. Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment. (2009). Ling, David ; Clayton, Jim ; Naranjo, Andy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:1:p:5-37.

    Full description at Econpapers || Download paper

41. Bubbles or convenience yields? A theoretical explanation with evidence from technology company equity carve-outs. (2009). Bogan, Vicki .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:18:y:2009:i:2:p:248-281.

    Full description at Econpapers || Download paper

42. Can margin traders predict future stock returns in Japan?. (2009). Hirose, Takehide ; Bremer, Marc ; Kato, Hideaki Kiyoshi.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:1:p:41-57.

    Full description at Econpapers || Download paper

43. Stock market liquidity and firm value. (2009). Noe, Thomas ; FANG, VIVIAN W. ; Tice, Sheri.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:1:p:150-169.

    Full description at Econpapers || Download paper

44. Gone fishin: Seasonality in trading activity and asset prices. (2009). Hong, Harrison ; Yu, Jialin.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:4:p:672-702.

    Full description at Econpapers || Download paper

45. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

    Full description at Econpapers || Download paper

46. Seasonality in the cross-section of stock returns. (2008). Heston, Steven L. ; Sadka, Ronnie.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:2:p:418-445.

    Full description at Econpapers || Download paper

47. Stochastic dominance and behavior towards risk: The market for Internet stocks. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:68:y:2008:i:1:p:194-208.

    Full description at Econpapers || Download paper

48. Weather and intraday patterns in stock returns and trading activity. (2008). Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi ; Chou, Robin K..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:9:p:1754-1766.

    Full description at Econpapers || Download paper

49. Chinese institutional investors sentiment. (2008). Kling, Gerhard ; Gao, Lei.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:18:y:2008:i:4:p:374-387.

    Full description at Econpapers || Download paper

50. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13189.

    Full description at Econpapers || Download paper

51. The Earnings Announcement Premium and Trading Volume. (2007). Lamont, Owen ; Frazzini, Andrea.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13090.

    Full description at Econpapers || Download paper

52. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:129-152.

    Full description at Econpapers || Download paper

53. Disagreement and the Stock Market. (2007). Stein, Jeremy ; Hong, Harrison.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:21:y:2007:i:2:p:109-128.

    Full description at Econpapers || Download paper

54. Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk. (2006). Wang, Xiaotong ; Spiegel, Matthew.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2540.

    Full description at Econpapers || Download paper

55. Why Do Firms Become Widely Held? An Analysis of the ynamics of Corporate Ownership. (2005). Stulz, René ; Helwege, Jean ; Pirinsky, Christo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11505.

    Full description at Econpapers || Download paper

56. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11367.

    Full description at Econpapers || Download paper

57. Endogenous liquidity in emerging markets. (2005). Redding, Lee.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:2:p:159-171.

    Full description at Econpapers || Download paper

58. Why Do Firms Become Widely Held? An Analysis of the Dynamics of Corporate Ownership. (2005). Stulz, René ; Helwege, Jean ; Pirinsky, Christo.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2005-14.

    Full description at Econpapers || Download paper

59. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Hong, Harrison.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000861.

    Full description at Econpapers || Download paper

60. Behavioral Corporate Finance: A Survey. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Ruback, Richard S..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10863.

    Full description at Econpapers || Download paper

61. Pseudo Market Timing and Predictive Regressions. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Taliaferro, Ryan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10823.

    Full description at Econpapers || Download paper

62. A Model of Stochastic Liquidity. (2003). Watanabe, Masahiro.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:ysm385.

    Full description at Econpapers || Download paper

63. Too much cocited documents. This list is not complete

Report date: 2025-10-01 05:08:41 || Missing content? Let us know