Applying both survey-based and market-based measures, we examined how investor
sentiment affects the way with which prices reflect information and whether or not it …

We examine the role sentiment plays and its manifestation in the trading behavior of
investors in the US stock market. Our findings support the notion that sentiment-induced …

The primary purpose of this paper is to investigate whether a novel Markov regime‐
switching mixed‐data sampling (MRS‐MIADS) model we design can improve the prediction …

By analysing daily data on the KOSPI stock market, we examine how investor sentiment and
stock market returns respond to announcements of changes in analysts' recommendations …

This paper offers evidence on the effect of ECB's conventional and unconventional monetary
policy on economic expectations in Euro-area countries during the US and EU crisis. We …

This study sets out to explore the effects of business and consumer sentiment on stock
market performance, within the separate contexts of advanced and emerging markets. The …

This study designs the Markov-switching (MS) mixed data sampling (MIDAS) models and
then explores the effects of intraday and interday jumps on oil futures price realized volatility …

This paper examines the relationship between monetary policy and investor sentiment
across conventional and unconventional monetary policy regimes. During conventional …

In South Korea, due to concurrent financial scandals, Korean legislators implemented two
major audit policies in the 2000s; the mandatory audit “partner” rotation policy in 2000 and …

This study examines whether incorporating jumps and jump size can enhance the predictive
ability of Chinese crude oil futures market realized volatility within the MIDAS model …