Results 31 to 40 of about 60,939 (299)
Does investor sentiment affect stock pricing? Evidence from seasoned equity offerings in China
National Accounting Review, 2021 Seasoned equity offerings attract a great deal of attention from investors in China's stock market, and they provide natural experimental environment for examining relationship between investor sentiment and asset pricing.
Changqing Luo, Zijing Li, Lan Liu
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Decomposing the Investor Sentiment
SSRN Electronic Journal, 2018 This paper analyzes the components of the influential Baker and Wurgler (BW) indices of investor sentiment and their contribution to the volatility of U.S. stock portfolios. Using the Klein ? Chow (2013) symmetric method of variance decomposition, we orthogonalize the five proxies of sentiment (dividend premium, first-day return on IPOs, number of IPOs,
Rudolf Klein, Alina Klein
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Asymmetric Effect of Investor Sentiment and Its Volatility on Trading Volume and Stock Returns: Evidence from the Tehran Stock Exchange [PDF]
تحقیقات مالیObjectiveIn recent years, there has been a paradigm shift from traditional approaches to behavioral finance perspectives. Behavioral finance, or colloquially investor sentiment, has gained popularity as a modern approach to asset pricing due to empirical
Mojtaba Rostami Noroozabad +2 more
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The Effect of Online Investor Sentiment on Stock Movements: An LSTM Approach
Complexity, 2020 With more and more investors exerting their voices through network forums or social media platforms, the relationships between online investor sentiment and stock movements have drawn more and more attention.
Gaoshan Wang, Guangjin Yu, Xiaohong Shen
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Cogent Economics & Finance, 2022 This study investigated the impact of investor sentiment impact on sectoral returns and their volatility on the Johannesburg Stock Exchange using a proxy-based composite investor sentiment index and generalised autoregressive conditional ...
Hilary Tinotenda Muguto +7 more
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The development of composite sentiment index in Indonesia based on the internet-available data
Cogent Economics & Finance, 2019 The development of internet technology raises new sentiment measures used to predict stock market return. This raises a new problem because we must choose carefully which sentiment measures to be used to predict stock market return because various ...
A. Rizkiana +3 more
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Investor Sentiment Index and Option Price Volatility Based on MIDAS Model: Evidence from China [PDF]
SHS Web of Conferences, 2021 The paper selects the transaction data of the option market and network data from June 1, 2015 to February 2, 2018. The principal component analysis is adopted to construct investor sentiment index.
Xiao Haiyan, Hao Yingxin, Wu Sirong
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Relative Investor Sentiment Measurement
SSRN Electronic Journal, 2022 This paper proposes a new metric to gauge investor sentiment using a relative valuation method. We combine investor behavioral finance traits and option-implied standard deviations under both the real-world probability (P) valued most in the view of uninformed investors and the risk-neutral space (Q) adopted when there exists no cognitive error.
Gao, Xiang +3 more
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The Interactive Effect of lawsuits and Investor Sentiment on Accounting Conservatism [PDF]
فصلنامه بورس اوراق بهادار, 2021 Objective: Inappropriate response of executives to investor sentiment can lead to litigation and misallocation of funds, for this reason, companies set up conservative accounting in response to investor sentiment.
masoud taherinia +2 more
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Shipping Investor Sentiment and International Stock Return Predictability [PDF]
, 2016 Stock return predictability by investor sentiment has been subject to constant updating, but reaching a decisive conclusion seems rather challenging as academic research relies heavily on US data.
Kyriakou, I. +3 more
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