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2. The clientele effects in equity crowdfunding: A complex network analysis. (2024). Righi, Simone ; Venturelli, Valeria ; Pedrazzoli, Alessia.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000224.

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3. Female small business owners in China: Discouraged, not discriminated. (2022). Talavera, Oleksandr ; Caglayan, Mustafa ; Xiong, Lin.
   In: Journal of International Financial Markets, Institutions and Money.
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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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13. Asymmetrical impacts from overnight returns on stock returns. (2021). Huang, Alex ; Truong, Quang Thai.
    In: Review of Quantitative Finance and Accounting.
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14. Analyst herding and firm-level investor sentiment. (2021). Garcia, John.
    In: Financial Markets and Portfolio Management.
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15. Empirical Analysis of MSCI China A-Shares. (2021). Li, Yan.
    In: JRFM.
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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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30. Stock returns and investor sentiment: textual analysis and social media. (2020). McGurk, Zachary ; Hall, Joshua ; Nowak, Adam.
    In: Journal of Economics and Finance.
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31. Deep learning-based cryptocurrency sentiment construction. (2020). Nasekin, Sergey ; Chen, Cathy Yi-Hsuan.
    In: Digital Finance.
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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.

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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.

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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.

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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.

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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.

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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.
    RePEc:eee:econom:v:217:y:2020:i:1:p:176-201.

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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.

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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.
    RePEc:bir:birmec:20-05.

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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.

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

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

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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.
    RePEc:kap:jbuset:v:160:y:2019:i:2:d:10.1007_s10551-018-3848-8.

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

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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.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:151-161.

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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.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:57-60.

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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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