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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.
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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).
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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.
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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.
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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.
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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).
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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.
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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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