Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes [PDF]
Frontiers in Psychology, 2021 Purpose: Investor sentiment, the willingness of market participants to invest, is a difficult concept to measure. Exploring the relationship between investor sentiment and stock returns can reveal how investor sentiment affects the operation of the stock
Sze Ting Chen, Kai Yin Allison Haga
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Individual mean-variance relation and stock-level investor sentiment
Journal of Business Economics and Management, 2017 This research studies the effect of stock-level investor sentiment on individual stock returns’ mean-variance relation. Using unique buy and sell volume data of retail investors in Korean stock market, we find that a positive mean-variance relation is ...
Jun Sik Kim, Da-Hea Kim, Sung Won Seo
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The impact of investor sentiment for the U.S. stock market based on Fama-French 3-factor model [PDF]
E3S Web of Conferences, 2021 Particularly, it is difficult to accurately measure investor sentiment due to the inherent complexity and dynamic change. This paper tests the impact of investors’ behavior in the U.S. equity market.
Yu Sifan
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Summary of the Researches on the Influence of Investor Sentiment on Stock Returns Under the Background of Big Data [PDF]
SHS Web of Conferences, 2022 In order to analyze the promoting effect of big data technology on research results, and to explore the impact of investor sentiment on stock returns, this paper combs and summarizes the research results of domestic and foreign scholars on the impact of ...
Yang Qianyi
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Synergy between stock prices and investor sentiment in social media
Borsa Istanbul Review, 2023 The underlying assumption of using investor sentiment to predict stock prices, stock market returns, and liquidity is that of synergy between stock prices and investor sentiment. However, this synergistic relationship has received little attention in the
Qing Liu +3 more
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Investigating the Effect of Moderating Managerial Ability on the Relationship between Investor Sentiment and Accounting Conservatism [PDF]
بررسیهای حسابداری و حسابرسی, 2021 Objective: Accounting conservatism, as a factor that leads to the timely identification of bad news and the delay of good news, is able to control and to some extent reduce the investor sentiment.
Yahya Kamyabi, Amir Javady Nia
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The dispositional effects of holidays on investor sentiment: Therapeutic and hygienic
Journal of Innovation & Knowledge, 2023 Research in behavioral finance has shown that holidays affect investor sentiment, which in turn affects stock market returns and stock prices. These studies have focused on the relationship between holidays and stock prices and stock market returns, but ...
Qing Liu +3 more
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Rational Investor Sentiment [PDF]
SSRN Electronic Journal, 2002 Working paper / Institute for Empirical Research in Economics ...
Gerber, Anke, Hens, Thorsten, Vogt, Bodo
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Impact of investor sentiment on firm innovation: Evidence from textual analysis
Borsa Istanbul Review, 2023 The paper examines whether and how investor sentiment affects corporate innovation. The study finds a statistically significant relationship between investor sentiment and firm innovation.
Zihao Lin
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American Economic Journal: Microeconomics, 2010 We consider a general class of games that have been used to model many economic problems where players' sentiments are believed to play an important role. Dropping the common prior assumption, we identify the relevant notion of sentiments for strategic behavior in these games.
Izmalkov, Sergei, Yildiz, Muhamet
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