create a website

Herd behavior in stock markets during COVID€™ 19 Pandemic: A machine learning approach. (2023). Nazir, Sajid ; Farooq, Sadia ; Iqbal, Fatima.
In: Journal of Policy Research (JPR).
RePEc:rfh:jprjor:v:9:y:2023:i:2:p:268-273.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 16

References cited by this document

Cocites: 60

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Alomari, M., Al Rababa’a, A. R., El-Nader, G., Alkhataybeh, A., & Rehman, M. U. (2021). Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. The Quarterly Review of Economics and Finance, 82, 280-297.

  2. Barber, B. M., & Odean, T. (2008). All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors. The Review of Financial Studies, 21(2), 785-818.

  3. Benferhat, S., Tabia, K., & Ali, M. (2017). Advances In Artificial Intelligence: From Theory To Practice: 30th International Conference On Industrial Engineering And Other Applications Of Applied Intelligent Systems, IEA/AIE 2017, Arras, France, June 27-30, 2017, Proceedings, Part II (Vol. 10351). Springer.
    Paper not yet in RePEc: Add citation now
  4. Bouri, E., Demirer, R., Gupta, R., & Nel, J. (2021). COVID-19 Pandemic and Investor Herding in International Stock Markets. Risks, 9(9), 168.

  5. Chang, E. C., Cheng, J. W., & Khorana, A. (2000). An examination of herd behavior in equity markets: An international perspective. Journal of Banking & Finance, 24(10), 1651-1679.

  6. Chong, E., Han, C., & Park, F. C. (2017). Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies. Expert Systems with Applications, 83, 187-205.
    Paper not yet in RePEc: Add citation now
  7. Christie, W. G., & Huang, R. D. (1995a). Following the pied piper: Do individual returns herd around the market? Financial Analysts Journal, 31-37.
    Paper not yet in RePEc: Add citation now
  8. Christie, W. G., & Huang, R. D. (1995b). Following the pied piper: Do individual returns herd around the market? Financial Analysts Journal, 51(4), 31-37.
    Paper not yet in RePEc: Add citation now
  9. Fama, E. F. (1965). The behavior of stock-market prices. The Journal of Business, 38(1), 34-105.
    Paper not yet in RePEc: Add citation now
  10. Fei, T., & Liu, X. (2021). Herding and market volatility. International Review of Financial Analysis, 78, 101880.

  11. Garcia, D. (2013). Sentiment during recessions. The Journal of Finance, 68(3), 1267-1300.

  12. Goldstein, I., Spatt, C. S., & Ye, M. (2021). Big data in finance. The Review of Financial Studies, 34(7), 3213-3225.
    Paper not yet in RePEc: Add citation now
  13. Hanna, A. J., Turner, J. D., & Walker, C. B. (2020). News media and investor sentiment during bull and bear markets.

  14. Hasan, M. M., Popp, J., & Oláh, J. (2020). Current landscape and influence of big data on finance. Journal of Big Data, 7(1), 1-17.
    Paper not yet in RePEc: Add citation now
  15. Maqsood, H., Mehmood, I., Maqsood, M., Yasir, M., Afzal, S., Aadil, F., Selim, M. M., & Muhammad, K. (2020). A local and global event sentiment based efficient stock exchange forecasting using deep learning. International Journal of Information Management, 50, 432-451.

  16. Shiller, R. J. (2016). Irrational exuberance: Revised and Expanded Third Edition. Princeton University Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. The great crypto crash in September 2018: why did the cryptocurrency market collapse?. (2024). Manahov, Viktor.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05575-0.

    Full description at Econpapers || Download paper

  2. When attention is away, analysts misplay: distraction and analyst forecast performance. (2024). Bourveau, Thomas ; Joos, Peter ; Petit-Romec, Arthur ; Garel, Alexandre.
    In: Post-Print.
    RePEc:hal:journl:hal-03844012.

    Full description at Econpapers || Download paper

  3. Intraday analyses on weather-induced sentiment and stock market behavior. (2024). Cho, Hoon ; Seok, Sangik ; Ryu, Doojin.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001352.

    Full description at Econpapers || Download paper

  4. Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

    Full description at Econpapers || Download paper

  5. Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

    Full description at Econpapers || Download paper

  6. Herd behavior in stock markets during COVID€™ 19 Pandemic: A machine learning approach. (2023). Nazir, Sajid ; Farooq, Sadia ; Iqbal, Fatima.
    In: Journal of Policy Research (JPR).
    RePEc:rfh:jprjor:v:9:y:2023:i:2:p:268-273.

    Full description at Econpapers || Download paper

  7. Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Song, Ziyu ; Gong, Xiaomin ; Zhang, Cheng ; Yu, Changrui.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545.

    Full description at Econpapers || Download paper

  8. Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

    Full description at Econpapers || Download paper

  9. The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Ahmad, Nasir ; Ur, Mobeen.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

    Full description at Econpapers || Download paper

  10. The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:5049179.

    Full description at Econpapers || Download paper

  11. International Financial Markets. (2019). Saglio, Sophie ; Sanhaji, Bilel ; Guerreiro, David ; Goutte, Stéphane ; Chevallier, Julien.
    In: Post-Print.
    RePEc:hal:journl:halshs-02183053.

    Full description at Econpapers || Download paper

  12. 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

  13. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

    Full description at Econpapers || Download paper

  14. Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Wang, Yudong ; Zhang, Bing.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

    Full description at Econpapers || Download paper

  15. The Economics of BitCoin Price Formation. (2014). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel.
    In: EERI Research Paper Series.
    RePEc:eei:rpaper:eeri_rp_2014_08.

    Full description at Econpapers || Download paper

  16. Public information arrival: Price discovery and liquidity in electronic limit order markets. (2013). Zhang, S. Sarah ; Riordan, Ryan ; Wagener, Martin ; Storkenmaier, Andreas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1148-1159.

    Full description at Econpapers || Download paper

  17. Individual investors and financial disclosure. (2013). Lawrence, Alastair.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:56:y:2013:i:1:p:130-147.

    Full description at Econpapers || Download paper

  18. The market response of insider transferring trades and firm characteristics in Taiwan. (2013). Chang, Chiao-Yi .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:16:y:2013:i:c:p:131-144.

    Full description at Econpapers || Download paper

  19. Open source information, investor attention, and asset pricing. (2013). Shen, Dehua ; Zhang, Yongjie ; Xiong, Xiong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:613-619.

    Full description at Econpapers || Download paper

  20. Stocks repurchase and sophistication of individual investors. (2012). MERLI, Maxime ; Magron, Camille .
    In: Working Papers of LaRGE Research Center.
    RePEc:lar:wpaper:2012-02.

    Full description at Econpapers || Download paper

  21. Do Corporations Invest Enough in Environmental Responsibility?. (2012). Kim, Yongtae ; Statman, Meir.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:105:y:2012:i:1:p:115-129.

    Full description at Econpapers || Download paper

  22. 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

  23. Does investor attention influence stock market activity? The case of spin-off deals. (2011). Farina, Vincenzo ; Carretta, Alessandro ; Reale, Marco ; Graziano, Elvira Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:33545.

    Full description at Econpapers || Download paper

  24. REIT Stock Splits and Liquidity Changes. (2011). Pan, Ming-Shiun ; Liano, Kartono ; Huang, Gow-Cheng.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:527-547.

    Full description at Econpapers || Download paper

  25. Google search volume and its influence on liquidity and returns of German stocks. (2011). Bank, Matthias ; Larch, Martin ; Peter, Georg.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:25:y:2011:i:3:p:239-264.

    Full description at Econpapers || Download paper

  26. Effects of governance on investment decisions and perceptions of reporting credibility: Investment experience of Taiwanese individual investors. (2011). .
    In: Asia Pacific Journal of Management.
    RePEc:kap:asiapa:v:28:y:2011:i:1:p:139-155.

    Full description at Econpapers || Download paper

  27. Immigration and equity home bias. (2011). Foad, Hisham.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:30:y:2011:i:6:p:982-998.

    Full description at Econpapers || Download paper

  28. Stock price fragility. (2011). thesmar, david ; Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:471-490.

    Full description at Econpapers || Download paper

  29. Behavioral biases of mutual fund investors. (2011). Ng, David ; Bailey, Warren ; Kumar, Alok.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:1-27.

    Full description at Econpapers || Download paper

  30. Investor sentiment and the mean-variance relation. (2011). Yuan, Yu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:367-381.

    Full description at Econpapers || Download paper

  31. The dark side of financial innovation: A case study of the pricing of a retail financial product. (2011). Pearson, Neil D. ; Henderson, Brian J..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:227-247.

    Full description at Econpapers || Download paper

  32. Value relevance of blog visibility. (2011). Hu, Nan ; Liu, Ling ; Yao, Lee J. ; Tripathy, Arindam.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:64:y:2011:i:12:p:1361-1368.

    Full description at Econpapers || Download paper

  33. Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Zhang, Zelin ; Joseph, Kissan ; Wintoki, Babajide M..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

    Full description at Econpapers || Download paper

  34. Speculative trading, price pressure and overvaluation. (2011). Ding, Rong ; Cheng, Peng.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:21:y:2011:i:3:p:419-442.

    Full description at Econpapers || Download paper

  35. Stock market trading activity and returns around milestones. (2011). Dieckmann, Stephan ; Aragon, George O..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:570-584.

    Full description at Econpapers || Download paper

  36. When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions. (2011). Hautsch, Nikolaus ; Gro-Klumann, Axel .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:321-340.

    Full description at Econpapers || Download paper

  37. Beyond the Disposition Effect: Do Investors Really Like Gains More Than Losses?. (2011). Hirshleifer, David ; Ben-David, Itzhak.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2011-13.

    Full description at Econpapers || Download paper

  38. What Do Ads Buy? Daily Coverage of Listed Companies on the Italian Press.. (2010). Puglisi, Riccardo ; Gambaro, Marco.
    In: RSCAS Working Papers.
    RePEc:rsc:rsceui:2010/26.

    Full description at Econpapers || Download paper

  39. Investor Inattention and the Market Reaction to Merger Announcements. (2010). Louis, Henock ; Sun, Amy .
    In: Management Science.
    RePEc:inm:ormnsc:v:56:y:2010:i:10:p:1781-1793.

    Full description at Econpapers || Download paper

  40. The perception of tax concessions in retirement savings decisions. (2010). Jordan, Silvia ; Treisch, Corinna.
    In: Qualitative Research in Financial Markets.
    RePEc:eme:qrfmpp:v:2:y:2010:i:3:p:157-184.

    Full description at Econpapers || Download paper

  41. The dynamics of individual and institutional trading on the Shanghai Stock Exchange. (2010). Li, Wei ; Wang, Steven Shuye ; Lee, Bong Soo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:1:p:116-137.

    Full description at Econpapers || Download paper

  42. The marketing of seasoned equity offerings. (2010). Ritter, Jay ; Gao, Xiaohui.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:1:p:33-52.

    Full description at Econpapers || Download paper

  43. Why Susie owns Starbucks: The name letter effect in security selection. (2010). Sias, Richard W. ; Knewtson, Heather S..
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:63:y:2010:i:12:p:1324-1327.

    Full description at Econpapers || Download paper

  44. Informational differences among institutional investors in an increasingly institutionalized market. (2010). Chen, Shin-Hui ; Hu, Jia-Ming ; Chiao, Chaoshin.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:22:y:2010:i:2:p:118-129.

    Full description at Econpapers || Download paper

  45. The effect of attention on buying behavior during a financial crisis: Evidence from the Taiwan stock exchange. (2010). Hsieh, Shu-Fan ; Yu, Hsin-Yi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:4:p:270-280.

    Full description at Econpapers || Download paper

  46. Does screen trading weather the weather? A note on cloudy skies, liquidity, and computerized stock markets. (2010). Verrier, Tatjana ; Schiereck, Dirk ; Goodfellow, Christiane.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:2:p:77-80.

    Full description at Econpapers || Download paper

  47. Individual investors surpass their reputation: Trading behaviour on the Polish futures market. (2010). Bohl, Martin T. ; Bialkowski, Jedrzej ; Goodfellow, Christiane.
    In: Economic Systems.
    RePEc:eee:ecosys:v:34:y:2010:i:4:p:480-492.

    Full description at Econpapers || Download paper

  48. Trading on Advice. (2010). Inderst, Roman ; Meyer, Steffen ; Hackethal, Andreas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8091.

    Full description at Econpapers || Download paper

  49. Order submission behaviors and opening price behaviors: evidence from an emerging market. (2009). Wang, Zi-May ; Lai, Hsiu-Ling ; Chiao, Chaoshin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:33:y:2009:i:3:p:253-278.

    Full description at Econpapers || Download paper

  50. The ostrich effect: Selective attention to information. (2009). Loewenstein, George ; Karlsson, Niklas ; Seppi, Duane .
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:38:y:2009:i:2:p:95-115.

    Full description at Econpapers || Download paper

  51. Choosing a trading counterpart in the U.S. acid rain market. (2009). Sanin Vázquez, María Eugenia.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00437636.

    Full description at Econpapers || Download paper

  52. Caught on tape: Institutional trading, stock returns, and earnings announcements. (2009). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:1:p:66-91.

    Full description at Econpapers || Download paper

  53. Experts online: An analysis of trading activity in a public Internet chat room. (2009). Mizrach, Bruce ; Weerts, Susan .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:266-281.

    Full description at Econpapers || Download paper

  54. The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation. (2009). Rakowski, David ; Wang, Xiaoxin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:11:p:2102-2109.

    Full description at Econpapers || Download paper

  55. The effect of earnings surprises on information asymmetry. (2009). Brown, Stephen ; Hillegeist, Stephen A. ; Lo, Kin.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:47:y:2009:i:3:p:208-225.

    Full description at Econpapers || Download paper

  56. Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market. (2009). Fong, Wai Mun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:4:p:712-727.

    Full description at Econpapers || Download paper

  57. Systematic noise. (2009). zhu, ning ; Odean, Terrance ; Barber, Brad.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:4:p:547-569.

    Full description at Econpapers || Download paper

  58. Pre-trade transparency on the Italian Stock Exchange: a trade size model on panel data. (2009). Quaranta, Anna Grazia ; Lucarelli, Caterina ; Bontempi, Maria ; Mazzoli, C..
    In: Working Papers.
    RePEc:bol:bodewp:678.

    Full description at Econpapers || Download paper

  59. Limited Attention and the Allocation of Effort in Securities Trading. (2008). CORWIN, SHANE A. ; COUGHENOUR, JAY F..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:63:y:2008:i:6:p:3031-3067.

    Full description at Econpapers || Download paper

  60. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-30 21:29:33 || 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.