Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. [PDF]
PLoS ONE, 2018 The relationship between oil price and investor sentiment is crucial to economic activity. Disentangling the shocks in crude oil price by structural VAR model, this paper analyzes the interaction between oil price shocks and investor sentiment by linear ...
Zhifang He, Fangzhao Zhou
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Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets [PDF]
Financial Innovation, 2022 The effect of investor sentiment on stock volatility is a highly attractive research question in both the academic field and the real financial industry.
Yang Gao +3 more
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A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China. [PDF]
PLoS ONE, 2020 Investor sentiment is a research focus in behavior finance. This paper chooses five proxy variables according to China's reality and uses a two-step principal component analysis to construct an investor sentiment index.
Yanhui Chen +3 more
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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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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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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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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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Investor sentiment and trading behavior [PDF]
Chaos: An Interdisciplinary Journal of Nonlinear Science, 2020 The aim of this paper is to model trading decisions of financial investors based on a sentiment index. For this purpose, we analyze a dynamical model, which includes the sentiment index in the agents’ trading behavior. We consider the setup of a discrete dynamical system, assuming that in financial markets, transactions take place between two groups of
Campisi, G., Muzzioli, S.
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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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