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7. Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Wei, YU ; Chen, Xiaodan ; Bai, Lan ; Zhang, Jiahao.
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8. Do terrorist attacks matter for currency excess returns?. (2022). Wu, You ; Liu, Yiye ; Han, Liyan ; Yin, Libo.
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1. Attention-grabbing IPOs in early stages for IT firms: An empirical analysis of post-IPO performance. (2020). Kwon, Youngok ; Chang, Young Bong.
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2. The Momentum Effect for Canadian Corporate Bonds. (2018). Galvani, Valentina ; Li, Lifang.
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3. Daily Market News Sentiment and Stock Prices. (2015). Allen, David ; Singh, Abhay K.
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4. Culture and R2. (2015). Xiao, Steven C. ; Wang, Lingling ; Eun, Cheol S..
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5. 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 .
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6. Riding the South Sea Bubble. (2015). Voth, Hans-Joachim ; Temin, Peter.
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7. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
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8. Managerial gambling attitudes: evidence from bank acquisitions. (2013). Zhang, Wenjia ; Doukas, FJohn A..
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9. Dynamic asset pricing model with heterogeneous sentiments. (2013). Zhang, Rengui ; Yang, Chunpeng.
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10. Does attention affect individual investors investment return?. (2012). Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng ; Huang, Jing.
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11. Butterfly effect: The US real estate market downturn and the Asian recession. (2012). Xue, Yi ; He, Yin ; Shao, Xinjian.
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12. Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; GONG, STEPHEN.
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13. Local sports sentiment and returns of locally headquartered stocks: A firm-level analysis. (2012). Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi ; Chou, Robin K..
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14. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
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15. Market response to investor sentiment. (2011). Theissen, Erik ; Hengelbrock, Jordis ; Westheide, Christian.
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16. The sub-prime mortgage crisis and the changing value of cash. (2011). Adjei, Frederick .
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17. Global Asset Pricing. (2011). Lewis, Karen.
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18. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
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19. Global asset pricing. (2011). Lewis, Karen.
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20. A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns. (2010). Jiang, Danling ; Hirshleifer, David.
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21. Corporate Scandals and Capital Structure. (2010). Bonini, Stefano ; Boraschi, Diana.
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22. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
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23. Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns. (2009). Jiang, Danling ; Hirshleifer, David.
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24. Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment. (2009). Ling, David ; Clayton, Jim ; Naranjo, Andy.
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25. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
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26. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
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27. Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns. (2008). Jiang, Danling.
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28. Using sentiment surveys to predict GDP growth and stock returns. (2008). Guzman, Giselle.
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29. Using sentiment to predict GDP growth and stock returns. (2008). Guzman, Giselle.
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30. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. (2008). Gabaix, Xavier.
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31. Investor sentiment and stock returns: Some international evidence. (2008). Schmeling, Maik.
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32. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
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33. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
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34. The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium. (2008). Ramadorai, Tarun.
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35. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David.
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36. Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk. (2007). PHILIPPON, Thomas ; Sannikov, Yuliy.
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37. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
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38. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
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39. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
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40. Valuation of Options in a Setting with Happiness-Augmented Preferences. (2006). Merella, Vincenzo ; Satchel, Stephen.
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41. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
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42. Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns. (2006). Jiang, Danling.
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43. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns. (2005). Polk, Christopher ; Campbell, John ; Vuolteenaho, Tuomo.
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44. The Effectiveness of Price Limits and Stock Characteristics: Evidence from the Shanghai and Shenzhen Stock Exchanges. (2005). Rui, Oliver ; Wang, Steven ; Chen, Gong-meng .
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45. On Corporate Divestiture. (2005). Guo, Re-Jin ; Chen, Hsiu-Lang.
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46. Dispersion of opinion and stock returns. (2005). Goetzmann, William ; Massa, Massimo.
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47. Managerial actions in response to a market downturn: valuation effects of name changes in the dot.com decline. (2005). Rau, Raghavendra ; Cooper, Michael J. ; Osobov, Igor ; Patel, Ajay ; Khorana, Ajay.
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48. Investor Sentiment Measures. (2004). welch, ivo ; Qiu, Lily.
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49. The Growth of Global Equity Markets: A Closer Look. (2004). Li, Kai.
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50. The Character and Determinants of Corporate Capital Gains. (2003). Gentry, William ; Desai, Mihir .
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