An empirical examination of investor sentiment and stock market volatility: evidence from India

H PH, A Rishad - Financial Innovation, 2020 - Springer
Understanding the irrational sentiments of the market participants is necessary for making
good investment decisions. Despite the recent academic effort to examine the role of …

Firm-specific investor sentiment and stock price crash risk

J Fu, X Wu, Y Liu, R Chen - Finance Research Letters, 2021 - Elsevier
This study investigates the impact of firm-specific investor sentiment on stock price crash
risk. To achieve this goal, we first develop a firm-specific investor sentiment index. Based on …

The effects of public sentiments and feelings on stock market behavior: Evidence from Australia

AK Tiwari, EJA Abakah, CO Bonsu, NK Karikari… - Journal of Economic …, 2022 - Elsevier
This paper investigates the empirical evidence of the effects of public sentiments on industry
stock returns and volatility dynamics in Australia based on the states of the market that …

Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries

R Van Eyden, R Gupta, J Nielsen, E Bouri - Journal of Behavioral and …, 2023 - Elsevier
Firstly, we use the log-periodic power law singularity multi-scale confidence indicator
(LPPLS-CI) approach to detect both positive and negative bubbles in the short-, medium …

Stock market reactions to domestic sentiment: Panel CS-ARDL evidence

WMA Ahmed - Research in International Business and Finance, 2020 - Elsevier
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 …

Analysis of the determinants of market capitalisation: Innovation, climate change policies and business context

R Puertas, P Carracedo, M Garcia, V Vega - … Forecasting and Social …, 2022 - Elsevier
The issue of global warming is now on the agenda of all national governments. It is essential
to understand the extent of the possible consequences of this scourge, which threatens all …

Investor sentiment in the tourism stock market

KL Peng, CH Wu, PMC Lin, ITE Kou - Journal of Behavioral and …, 2023 - Elsevier
This study applies time-series analysis to observe investor sentiment in the tourism stock
market. We infer that investor sentiment positively affects the capital flows to illustrate the …

Overconfidence and US stock market returns

N Apergis - Finance Research Letters, 2022 - Elsevier
The paper aims to explore the role of overconfidence of US individuals of the personal
versus the public risk against Covid-19 on excess stock returns, over the period May 2020 …

Empirical Research Study on the Determinants of Market Indicators for 41 Financial Institutions

LM Batrancea, A Fetita - Journal of Risk and Financial Management, 2023 - mdpi.com
Economic development must consider the evolution of the banking system in general, and
the evolution of individual banks on capital markets in particular. As these financial …

Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data

Y Gao, C Zhao, Y Wang - International Review of Economics & Finance, 2024 - Elsevier
Combining internet text and stock trading data, we construct two investor sentiment proxies
for 78 carbon-neutral stocks in Chinese stock markets based on the FinBERT model and …