create a website

Cross-sectional performance and investor sentiment in a multiple risk factor model. (2012). Turtle, H. J. ; Berger, Dave.
In: Journal of Banking & Finance.
RePEc:eee:jbfina:v:36:y:2012:i:4:p:1107-1121.

Full description at Econpapers || Download paper

Cited: 28

Citations received by this document

Cites: 31

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Understanding the role of sentiment beta in China. (2025). Chen, Huayi ; Shi, Huai-Long.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500037x.

    Full description at Econpapers || Download paper

  2. Carbon risk and debt financing: An international perspective. (2025). Urquhart, Andrew ; Ren, Xiaohang ; Li, Wenqi ; Duan, Kun.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:153:y:2025:i:c:s0261560625000294.

    Full description at Econpapers || Download paper

  3. Does official media sentiment matter for the stock market? Evidence from China. (2025). Hua, Xia ; Zhang, Teng ; Xu, Zhiwei.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001298.

    Full description at Econpapers || Download paper

  4. The effect of customer concentration on stock sentiment risk. (2023). Huang, Yanhuang ; Yang, Jun ; Wang, Jian ; Feng, Hongrui.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:60:y:2023:i:2:d:10.1007_s11156-022-01104-5.

    Full description at Econpapers || Download paper

  5. Stock-level sentiment contagion and the cross-section of stock returns. (2023). Zhou, Liyun ; Huang, Jialiang ; Chen, Dongqiao.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s106294082300089x.

    Full description at Econpapers || Download paper

  6. The sum of all SCARES COVID-19 sentiment and asset return. (2022). Hasan, Md Tanvir.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:86:y:2022:i:c:p:332-346.

    Full description at Econpapers || Download paper

  7. CEO political connection and stock sentiment beta: Evidence from China. (2022). Wang, Xiaoting ; Yi, Shangkun ; Feng, Hongrui.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001081.

    Full description at Econpapers || Download paper

  8. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Bonsu, Christiana Osei.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472.

    Full description at Econpapers || Download paper

  9. Additional factor in asset-pricing: Institutional ownership. (2021). Endeniz-Yuncu, Lkay ; Uurlu-Yildirim, Ecenur.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:40:y:2021:i:c:s154461231930090x.

    Full description at Econpapers || Download paper

  10. Individual stock sentiment beta and stock returns. (2021). Hu, Xiaoyi ; Yang, Chunpeng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301947.

    Full description at Econpapers || Download paper

  11. 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

  12. The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning. (2020). Wu, JunJie ; Li, Yelin ; Bu, Hui.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:36:y:2020:i:4:p:1541-1562.

    Full description at Econpapers || Download paper

  13. 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

  14. 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

  15. Loss or gain? The impact of Chinese local celebrity endorser scandal on the global market value of the endorsed brands. (2018). Huang, Lei ; Zhang, Junzhou.
    In: Journal of Marketing Analytics.
    RePEc:pal:jmarka:v:6:y:2018:i:1:d:10.1057_s41270-018-0028-8.

    Full description at Econpapers || Download paper

  16. Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

    Full description at Econpapers || Download paper

  17. The 52-week high, momentum, and investor sentiment. (2018). Hao, Ying ; Chou, Robin K ; Yang, Nien-Tzu ; Ko, Kuan-Cheng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:167-183.

    Full description at Econpapers || Download paper

  18. Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach. (2018). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:19:y:2018:i:c:p:20-35.

    Full description at Econpapers || Download paper

  19. THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Wang, Kainan ; Turtle, H J.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

    Full description at Econpapers || Download paper

  20. Melancholia and Japanese stock returns – 2003 to 2012. (2016). Smales, Lee ; Durand, Robert B ; Khuu, Joyce.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pb:p:424-437.

    Full description at Econpapers || Download paper

  21. Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Zhou, Liyun ; Yang, Chunpeng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53.

    Full description at Econpapers || Download paper

  22. Legal opportunism, litigation risk, and IPO underpricing. (2015). Walker, Thomas ; Pukthuanthong, Kuntara ; Turtle, Harry J. ; Thiengtham, Dolruedee.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:68:y:2015:i:2:p:326-340.

    Full description at Econpapers || Download paper

  23. Sentiment bubbles. (2015). Turtle, Harry J. ; Berger, David.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:23:y:2015:i:c:p:59-74.

    Full description at Econpapers || Download paper

  24. Sentiment approach to underestimation and overestimation pricing model. (2015). Zhou, Liyun ; Yang, Chunpeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:51:y:2015:i:c:p:280-288.

    Full description at Econpapers || Download paper

  25. Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market. (2014). Pouliasis, Panos ; Papapostolou, Nikos ; Nomikos, Nikos K. ; Kyriakou, Ioannis.
    In: Review of Finance.
    RePEc:oup:revfin:v:18:y:2014:i:4:p:1507-1539..

    Full description at Econpapers || Download paper

  26. The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility. (2014). Copeland, Laurence ; Yang, Yan.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2014/12.

    Full description at Econpapers || Download paper

  27. IMPACT OF INVESTOR SENTIMENTS ON FUTURE TRADING. (2014). Warraich, Usman Ali ; Saeed, Sidra ; Ahmad, Basheer.
    In: IBT Journal of Business Studies (JBS).
    RePEc:aib:ibtjbs:v:10:y:2014:i:2:p:16-32.

    Full description at Econpapers || Download paper

  28. IMPACT OF INVESTOR SENTIMENTS ON FUTURE TRADING. (2014). Warraich, Usman Ali ; Saeed, Sidra ; Ahmad, Basheer.
    In: IBT Journal of Business Studies (JBS).
    RePEc:aib:ibtjbs:v:10:y:2014:i:2:p:10-2.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ali, A. ; Gurun, U.G. Investor sentiment, accruals anomaly, and accruals management. 2009 Journal of Accounting, Auditing and Finance. 24 415-431
    Paper not yet in RePEc: Add citation now
  2. Baker, M. ; Wurgler, J. Investor sentiment and the cross-section of stock returns. 2006 Journal of Finance. 61 1645-1680

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

  4. Berk, J. A critique of size related anomalies. 1995 Review of Financial Studies. 8 275-286

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

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

  7. Campbell, J.Y. Stock returns and the term structure. 1987 Journal of Financial Economics. 18 373-399

  8. Campbell, J.Y. ; Thompson, S.B. Predicting excess stock returns out of sample: can anything beat the historical average?. 2008 Review of Financial Studies. 21 1509-1531

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

  10. Christopherson, J.A. ; Ferson, W. ; Glassman, D.A. Conditioning manager alphas on economic information: another look at the persistence of performance. 1998 Review of Financial Studies. 11 111-142

  11. Elton, E.J. ; Gruber, M.J. ; Busse, J.A. Do investors care about sentiment?. 1998 Journal of Business. 71 477-500

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

  13. Fama, E.F. ; French, K.R. Profitability, investment and average returns. 2006 Journal of Financial Economics. 82 491-518

  14. Fama, E.F. ; French, K.R. The cross-section of expected stock returns. 1992 Journal of Finance. 47 427-465

  15. Feldstein, M.S. The error of forecast in econometric models when the forecast-period exogenous variables are stochastic. 1971 Econometrica. 39 55-60

  16. Ferson, W.E. ; Schadt, R.W. Measuring fund strategy and performance in changing economic conditions. 1996 Journal of Finance. 51 425-462

  17. 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

  18. Green, T.C. ; Hwang, B.H. Price-based return comovement. 2009 Journal of Financial Economics. 93 37-50

  19. Ho, C. ; Hung, C.H. Investor sentiment as conditioning information in asset pricing. 2009 Journal of Banking and Finance. 33 892-903

  20. Jensen, M. The performance of mutual funds in the period 1945–1964. 1968 Journal of Finance. 23 389-446

  21. Jha, R. ; Korkie, B. ; Turtle, H.J. Measuring performance in a dynamic world: conditional mean-variance fundamentals?. 2009 Journal of Banking and Finance. 33 1851-1859

  22. Kurov, A. Investor sentiment and the stock market’s reaction to monetary policy. 2010 Journal of Banking and Finance. 34 139-149

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

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

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

  26. Reinganum, M.R. A new empirical perspective on the CAPM. 1981 Journal of Financial and Quantitative Analysis. 16 439-462

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

  28. Shanken, J. Intertemporal asset pricing: an empirical investigation. 1990 Journal of Econometrics. 45 99-120

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

  30. Verma, R. ; Soydemir, G. The impact of individual and institutional investor sentiment on the market price of risk. 2009 Quarterly Review of Economics and Finance. 49 1129-1145

  31. Welch, I. ; Goyal, A. A comprehensive look at the empirical performance of equity premium prediction. 2008 Review of Financial Studies. 21 1455-1508

Cocites

Documents in RePEc which have cited the same bibliography

  1. Attention-grabbing IPOs in early stages for IT firms: An empirical analysis of post-IPO performance. (2020). Kwon, Youngok ; Chang, Young Bong.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:109:y:2020:i:c:p:111-119.

    Full description at Econpapers || Download paper

  2. The Momentum Effect for Canadian Corporate Bonds. (2018). Galvani, Valentina ; Li, Lifang.
    In: Working Papers.
    RePEc:ris:albaec:2018_016.

    Full description at Econpapers || Download paper

  3. Daily Market News Sentiment and Stock Prices. (2015). Allen, David ; Singh, Abhay K.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150090.

    Full description at Econpapers || Download paper

  4. Culture and R2. (2015). Xiao, Steven C. ; Wang, Lingling ; Eun, Cheol S..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:2:p:283-303.

    Full description at Econpapers || Download paper

  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 .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

    Full description at Econpapers || Download paper

  6. Riding the South Sea Bubble. (2015). Voth, Hans-Joachim ; Temin, Peter.
    In: Working Papers.
    RePEc:bge:wpaper:91.

    Full description at Econpapers || Download paper

  7. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:13.

    Full description at Econpapers || Download paper

  8. Managerial gambling attitudes: evidence from bank acquisitions. (2013). Zhang, Wenjia ; Doukas, FJohn A..
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:v:5:y:2013:i:1:p:4-34.

    Full description at Econpapers || Download paper

  9. Dynamic asset pricing model with heterogeneous sentiments. (2013). Zhang, Rengui ; Yang, Chunpeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:248-253.

    Full description at Econpapers || Download paper

  10. Does attention affect individual investors investment return?. (2012). Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng ; Huang, Jing.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162.

    Full description at Econpapers || Download paper

  11. Butterfly effect: The US real estate market downturn and the Asian recession. (2012). Xue, Yi ; He, Yin ; Shao, Xinjian.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:2:p:92-102.

    Full description at Econpapers || Download paper

  12. Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; GONG, STEPHEN.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:9:y:2012:i:1:p:36-47.

    Full description at Econpapers || Download paper

  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..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:309-318.

    Full description at Econpapers || Download paper

  14. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8969.

    Full description at Econpapers || Download paper

  15. Market response to investor sentiment. (2011). Theissen, Erik ; Hengelbrock, Jordis ; Westheide, Christian.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201102.

    Full description at Econpapers || Download paper

  16. The sub-prime mortgage crisis and the changing value of cash. (2011). Adjei, Frederick .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:35:y:2011:i:1:p:79-92.

    Full description at Econpapers || Download paper

  17. Global Asset Pricing. (2011). Lewis, Karen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17261.

    Full description at Econpapers || Download paper

  18. A sentiment-based explanation of the forward premium puzzle. (2011). Yu, Jianfeng.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:90.

    Full description at Econpapers || Download paper

  19. Global asset pricing. (2011). Lewis, Karen.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:88.

    Full description at Econpapers || Download paper

  20. A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns. (2010). Jiang, Danling ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:20636.

    Full description at Econpapers || Download paper

  21. Corporate Scandals and Capital Structure. (2010). Bonini, Stefano ; Boraschi, Diana.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:95:y:2010:i:2:p:241-269.

    Full description at Econpapers || Download paper

  22. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
    In: UMBC Economics Department Working Papers.
    RePEc:umb:econwp:09116.

    Full description at Econpapers || Download paper

  23. Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns. (2009). Jiang, Danling ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:16134.

    Full description at Econpapers || Download paper

  24. 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

  25. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091037.

    Full description at Econpapers || Download paper

  26. Market conditions, default risk and credit spreads. (2008). yan, hong ; Tang, Dragon Yongjun.
    In: Discussion Paper Series 2: Banking and Financial Studies.
    RePEc:zbw:bubdp2:7318.

    Full description at Econpapers || Download paper

  27. Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns. (2008). Jiang, Danling.
    In: MPRA Paper.
    RePEc:pra:mprapa:8325.

    Full description at Econpapers || Download paper

  28. Using sentiment surveys to predict GDP growth and stock returns. (2008). Guzman, Giselle.
    In: MPRA Paper.
    RePEc:pra:mprapa:36653.

    Full description at Econpapers || Download paper

  29. Using sentiment to predict GDP growth and stock returns. (2008). Guzman, Giselle.
    In: MPRA Paper.
    RePEc:pra:mprapa:36505.

    Full description at Econpapers || Download paper

  30. Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance. (2008). Gabaix, Xavier.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13724.

    Full description at Econpapers || Download paper

  31. Investor sentiment and stock returns: Some international evidence. (2008). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-407.

    Full description at Econpapers || Download paper

  32. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2008:i:13:p:1-8.

    Full description at Econpapers || Download paper

  33. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08g10009.

    Full description at Econpapers || Download paper

  34. The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium. (2008). Ramadorai, Tarun.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6877.

    Full description at Econpapers || Download paper

  35. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:4995.

    Full description at Econpapers || Download paper

  36. Real Options in a Dynamic Agency Model, with Applications to Financial Development, IPOs, and Business Risk. (2007). PHILIPPON, Thomas ; Sannikov, Yuliy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13584.

    Full description at Econpapers || Download paper

  37. 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

  38. Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP. (2007). Menkhoff, Lukas ; Rebitzky, Rafael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-376.

    Full description at Econpapers || Download paper

  39. 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

  40. Valuation of Options in a Setting with Happiness-Augmented Preferences. (2006). Merella, Vincenzo ; Satchel, Stephen.
    In: Research Paper Series.
    RePEc:uts:rpaper:182.

    Full description at Econpapers || Download paper

  41. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-337.

    Full description at Econpapers || Download paper

  42. Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns. (2006). Jiang, Danling.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-8.

    Full description at Econpapers || Download paper

  43. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns. (2005). Polk, Christopher ; Campbell, John ; Vuolteenaho, Tuomo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11389.

    Full description at Econpapers || Download paper

  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 .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:25:y:2005:i:2:p:159-182.

    Full description at Econpapers || Download paper

  45. On Corporate Divestiture. (2005). Guo, Re-Jin ; Chen, Hsiu-Lang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:24:y:2005:i:4:p:399-421.

    Full description at Econpapers || Download paper

  46. Dispersion of opinion and stock returns. (2005). Goetzmann, William ; Massa, Massimo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:3:p:324-349.

    Full description at Econpapers || Download paper

  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.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:11:y:2005:i:1-2:p:319-335.

    Full description at Econpapers || Download paper

  48. Investor Sentiment Measures. (2004). welch, ivo ; Qiu, Lily.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10794.

    Full description at Econpapers || Download paper

  49. The Growth of Global Equity Markets: A Closer Look. (2004). Li, Kai.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:54.

    Full description at Econpapers || Download paper

  50. The Character and Determinants of Corporate Capital Gains. (2003). Gentry, William ; Desai, Mihir .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10153.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-15 17:30:05 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.