Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets
B Ahmed - The Journal of Economic Asymmetries, 2020 - Elsevier
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 …
sentiment affects the way with which prices reflect information and whether or not it …
Corporate ESG rating divergence and excess stock returns
H Wang, S Jiao, C Ge, G Sun - Energy Economics, 2024 - Elsevier
ESG rating have progressively become an important reference index within the investment
decision-making process. However, divergence might arise among diverse ESG rating …
decision-making process. However, divergence might arise among diverse ESG rating …
Information uncertainty, investor sentiment, and analyst reports
This study investigates the relationships among information uncertainty, investor sentiment,
analyst reports, and stock returns in a unified framework. The effects of analyst reports on …
analyst reports, and stock returns in a unified framework. The effects of analyst reports on …
The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment
Z Ding, Z Liu, Y Zhang, R Long - Applied energy, 2017 - Elsevier
Given the close contact between international financial markets, the contagion effect across
markets is becoming increasingly obvious. In this paper, which uses principal component …
markets is becoming increasingly obvious. In this paper, which uses principal component …
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
In order to investigate whether the crude oil and natural gas market volatility is influenced by
the volatility in the stock market or whether these different variables move all together, we …
the volatility in the stock market or whether these different variables move all together, we …
Investor sentiment, trading behavior and stock returns
D Ryu, H Kim, H Yang - Applied Economics Letters, 2017 - Taylor & Francis
This article examines how investor sentiment and trading behaviour affect asset returns. By
analysing the unique stock trading dataset of the Korean market, we find that high investor …
analysing the unique stock trading dataset of the Korean market, we find that high investor …
Firm-specific investor sentiment and daily stock returns
This study examines the relation between investor sentiment and asset returns in the Korean
stock market, which is characterized by significant information asymmetry and a high degree …
stock market, which is characterized by significant information asymmetry and a high degree …
Do sentiment trades explain investor overconfidence around analyst recommendation revisions?
This study examines irrational stock market reactions to analyst recommendation revisions
depending on investor sentiment levels prior to analyst report announcements. We construct …
depending on investor sentiment levels prior to analyst report announcements. We construct …
Sentiment and stock market connectedness: Evidence from the US–China trade war
We assess the impact of monthly and daily investor sentiment on stock market return and
volatility connectedness during the US-China trade war period. Our analyses focus on the …
volatility connectedness during the US-China trade war period. Our analyses focus on the …
Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI‐listed firms
This paper proposes the development of an improved investor sentiment index (ISI) to apply
on the Korea Composite Stock Price Index (KOSPI) and assess the vitality of sentiment …
on the Korea Composite Stock Price Index (KOSPI) and assess the vitality of sentiment …