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2. Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Sarker, Tapan ; Prentice, Catherine ; Shams, Syed ; Peng, Sanshao.
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3. Chinese consumer confidence: A catalyst for the outbound tourism expenditure?. (2023). Umar, Muhammad ; Meng, Xian-Li ; Tao, Ran ; Su, Chi-Wei.
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4. Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US. (2023). Neuenkirch, Matthias ; Haase, Felix.
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5. Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2021). Neuenkirch, Matthias ; Haase, Felix.
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6. Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2020). Neuenkirch, Matthias ; Haase, Felix.
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7. Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US. (2020). Neuenkirch, Matthias ; Haase, Felix.
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8. Analysing interest rate mark-ups in the Australian mortgage market. (2014). Valadkhani, Abbas.
   In: Journal of International Financial Markets, Institutions and Money.
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1. Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices. (2015). He, Ling T. ; Casey, K. M..
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   RePEc:eee:eneeco:v:47:y:2015:i:c:p:121-128.

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2. Aggregate short selling, commonality, and stock market returns. (2014). Yan, Xuemin ; Yu, Han ; Nikolic, Biljana ; Lynch, Andrew.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:17:y:2014:i:c:p:199-229.

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3. Two-period trading sentiment asset pricing model with information. (2014). Li, Jinfang ; Yang, Chunpeng.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:36:y:2014:i:c:p:1-7.

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4. Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?. (2013). Santamaria, Rafael ; Corredor, Pilar ; Ferrer, Elena.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:27:y:2013:i:c:p:572-591.

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5. Investor sentiment, information and asset pricing model. (2013). Li, Jinfang ; Yang, Chunpeng.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:35:y:2013:i:c:p:436-442.

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6. Strategy switching in the Japanese stock market. (2013). Yamamoto, Ryuichi ; Hirata, Hideaki.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:37:y:2013:i:10:p:2010-2022.

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7. Published stock recommendations as institutional investor sentiment in the near-term stock market. (2012). Singer, Nico ; Dreher, Frank ; Laser, Saskia .
   In: Thuenen-Series of Applied Economic Theory.
   RePEc:zbw:roswps:121.

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8. From the horse’s mouth: how do investor expectations of risk and return vary with economic conditions?. (2012). Sharpe, Steven ; Amromin, Gene.
   In: Working Paper Series.
   RePEc:fip:fedhwp:wp-2012-08.

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9. Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements. (2012). Ling, David ; Gyamfi-Yeboah, Frank ; Naranjo, Andy.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:31:y:2012:i:7:p:1930-1952.

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10. The short of it: Investor sentiment and anomalies. (2012). Yuan, Yu ; Stambaugh, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:288-302.

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11. 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.

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12. When does investor sentiment predict stock returns?. (2012). Hung, Chi-Hsiou ; Chung, San-Lin ; Yeh, Chung-Ying.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:2:p:217-240.

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13. Estimation of an agent-based model of investor sentiment formation in financial markets. (2012). Lux, Thomas.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:8:p:1284-1302.

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14. A Comprehensive Look at Financial Volatility Prediction by Economic Variables. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Christiansen, Charlotte.
    In: BIS Working Papers.
    RePEc:bis:biswps:374.

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15. End-of-the-year economic growth and time-varying expected returns. (2012). Møller, Stig ; Moller, Stig V. ; Rangvid, Jesper.
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16. Market response to investor sentiment. (2011). Theissen, Erik ; Hengelbrock, Jordis ; Westheide, Christian.
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17. Sentiment dynamics and stock returns: the case of the German stock market. (2011). Lux, Thomas.
    In: Empirical Economics.
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18. Comparing two financial crises: the case of Hong Kong real estate markets. (2011). TANG, Edward Chi Ho ; Leung, Charles ; TANG, C. H. Edward, ; LEUNG, K. Y. Charles, .
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19. The influence of affect on stock price volatility: new theory and evidence. (2011). Olsen, Robert A..
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20. 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.

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21. 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.

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22. The critical role of conditioning information in determining if value is really riskier than growth. (2011). Gubellini, Stefano ; Cooper, Michael J..
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    RePEc:eee:empfin:v:18:y:2011:i:2:p:289-305.

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23. Lack of consumer confidence and stock returns. (2011). Chen, Shiu-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:225-236.

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24. How does investor sentiment affect stock market crises?Evidence from panel data. (2011). Zouaoui, Mohamed ; Nouyrigat, Genevieve ; Beer, Francisca.
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25. How does investor sentiment affect stock market crises? Evidence from panel data. (2010). Zouaoui, M. ; Nouyrigat, G. ; Beer, F..
    In: Post-Print.
    RePEc:hal:journl:halshs-00534754.

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26. International stock return predictability under model uncertainty. (2010). Schrimpf, Andreas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:7:p:1256-1282.

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27. Investor sentiment and the stock markets reaction to monetary policy. (2010). Kurov, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:1:p:139-149.

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28. Positive feedback trading in stock index futures: International evidence. (2010). Schuppli, Michael ; Salm, Christian A..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:19:y:2010:i:5:p:313-322.

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29. Estimating earnings trend using unobserved components framework. (2010). Kurov, Alexander ; Basistha, Arabinda.
    In: Economics Letters.
    RePEc:eee:ecolet:v:107:y:2010:i:1:p:55-57.

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30. Sentiment, Convergence of Opinion, and Market Crash. (2010). Wang, Qingwei.
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31. 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.

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32. The impact of individual and institutional investor sentiment on the market price of risk. (2009). Verma, Rahul ; Soydemir, Gokce.
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    RePEc:eee:quaeco:v:49:y:2009:i:3:p:1129-1145.

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33. Investor sentiment as conditioning information in asset pricing. (2009). Hung, Chi-Hsiou ; Ho, Jerry.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:5:p:892-903.

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34. Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

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35. International Stock Return Predictability Under Model Uncertainty. (2008). Schrimpf, Andreas.
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36. Stochastic behavioral asset pricing models and the stylized facts. (2008). Lux, Thomas.
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37. HML and SMB Premiums in the Recent Scholar Literature - Magnitude and Nature. (2008). Buus, Tomas.
    In: Český finanční a účetní časopis.
    RePEc:prg:jnlcfu:v:2008:y:2008:i:2:id:267:p:31-41.

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

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39. US ADR and Hong Kong H-share discounts of Shanghai-listed firms. (2008). Burdekin, Richard ; Brown, William O. ; Arquette, Gregory C..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:9:p:1916-1927.

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40. Are survey forecasts of individual and institutional investor sentiments rational?. (2008). Verma, Rahul.
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    RePEc:eee:finana:v:17:y:2008:i:5:p:1139-1155.

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41. Investor sentiment in the US-dollar: Longer-term, non-linear orientation on PPP. (2008). Menkhoff, Lukas ; Rebitzky, Rafael R..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:455-467.

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

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43. 10 Years after the Crisis: Thailands Financial System Reform. (2007). Menkhoff, Lukas ; Suwanaporn, Chodechai.
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    RePEc:han:dpaper:dp-356.

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44. Implied volatility and future portfolio returns. (2007). Doran, James ; Banerjee, Prithviraj S. ; Peterson, David R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:10:p:3183-3199.

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45. Institutional and individual sentiment: Smart money and noise trader risk?. (2007). Schmeling, Maik.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:1:p:127-145.

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46. 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.

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

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48. The other January effect. (2006). Ovtchinnikov, Alexei ; Cooper, Michael J. ; McConnell, John J..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:2:p:315-341.

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49. Do Emerging Equity Markets Respond Symmetrically to US Market Upturns and Downturns? Evidence from Latin America. (2005). Verma, Rahul.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:4:y:2005:i:3:p:193-208.

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50. Stock valuation in dynamic economies. (2005). Chen, Zhiwu ; Bakshi, Gurdip.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:2:p:111-151.

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