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2. TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is. (2023). Naumer, Hans-Jorg.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001605.

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3. Hollywood, Wall Street, and Mistrusting Individual Investors. (2023). Mayer, Maximilian ; Lenz, Guido.
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4. The value premium and investors appetite for risk. (2022). Jacob, Maram ; Qadan, Mahmoud.
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5. Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei.
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6. Everybody likes shopping, including the US capital market. (2020). Qadan, Mahmoud ; Cohen, Gil ; Aharon, David Y.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224.

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7. Seasonal darkness and IPO. (2020). Dallocchio, Maurizio ; Gori, Leonella ; Teti, Emanuele ; Loi, Andrea.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:178:y:2020:i:c:p:494-508.

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8. 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.
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9. The High Holidays: Psychological mechanisms of honesty in real-life financial decisions. (2019). Kliger, Doron ; Qadan, Mahmoud.
   In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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10. How much happiness can we find in the U.S. fear Index?. (2019). Qadan, Mahmoud ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:246-258.

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11. Risk appetite, idiosyncratic volatility and expected returns. (2019). Qadan, Mahmoud.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301760.

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12. Can investor sentiment predict the size premium?. (2019). Qadan, Mahmoud ; Aharon, David Y.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:10-26.

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13. Stability of risk attitudes and media coverage of economic news. (2018). Zumbuehl, Maria ; Tausch, Franziska.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:150:y:2018:i:c:p:295-310.

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14. The Relationship between Parasocial breakup and Investor Behaviours. (2017). Hatipoglu, Mercan ; Bozkurt, Ibrahim.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:7:y:2017:i:3:p:87-96.

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15. The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market. (2017). Shen, Dehua ; Zhang, Zuochao ; Liu, Lanbiao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:486:y:2017:i:c:p:535-541.

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16. Investor sentiment and stock returns: Evidence from provincial TV audience rating in China. (2017). Shen, Dehua ; Zhang, Yuzhao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:466:y:2017:i:c:p:288-294.

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17. Daily happiness and stock returns: The case of Chinese company listed in the United States. (2017). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Xue, Mei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:496-501.

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18. Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model. (2016). Lakshina, Valeria ; Redkin, Ilya ; Porshnev, Alexander .
    In: HSE Working papers.
    RePEc:hig:wpaper:54/fe/2016.

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2. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
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3. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Strange, Roger ; Piesse, Jenifer ; Hearn, Bruce.
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5. IPO underpricing and after-market liquidity. (2006). Pagano, Marco ; Ellul, Andrew.
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6. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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7. Do Stock Prices Really Reflect Fundamental Values? The Case of REITs. (2004). Mayer, Christopher ; Gentry, William ; Jones, Charles M..
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8. Over-the-Counter Markets. (2004). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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9. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
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10. Financial Claustrophobia: Asset Pricing in Illiquid Markets. (2004). Longstaff, Francis.
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11. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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12. Look at me now: the role of cross-listing in attracting U.S. investors. (2004). Warnock, Francis ; Holland, Sara B. ; Ammer, John ; Smith, David C..
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14. Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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15. Market illiquidity and bounds on European option prices. (2003). Amaro de Matos, João ; Paula Antão, .
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16. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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17. Stock splits: motivations and valuation effects in the Spanish market. (2003). Gómez Ansón, Silvia ; Menendez, Susana.
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18. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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19. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
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25. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
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28. Liquidity Risk and Expected Stock Returns. (2001). Stambaugh, Robert ; Pastor, Lubos.
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29. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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33. What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions. (2000). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Roell, Ailsa A..
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34. The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Richardson, Matthew ; Ofek, Eli.
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