Investor Sentiment and Stock Return Draw-downs

SSRN Electronic Journal ◽

10.2139/ssrn.3657034 ◽

2020 ◽

Author(s):

Marc-Aurèle Divernois

Keyword(s):

Stock Return ◽

Investor Sentiment

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Real Assets Investor Sentiment and International Stock Return Predictability

SSRN Electronic Journal ◽

10.2139/ssrn.2564071 ◽

2015 ◽

Author(s):

Nikos C. Papapostolou ◽

Panos K. Pouliasis ◽

Nikos K. Nomikos ◽

Ioannis Kyriakou

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Predictability ◽

Stock Return Predictability ◽

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Investor Sentiment Sensitivity and Stock Return Volatility

The Korean Data Analysis Society ◽

10.37727/jkdas.2021.23.3.1097 ◽

2021 ◽

Vol 23 (3) ◽

pp. 1097-1108

Author(s):

Hyung Chu Lee

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Volatility ◽

Stock Return Volatility

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Lead-Lag Relationship between Investor Sentiment in Social Media9 Investor Attention in Google, and Stock Return

2018 Thirteenth International Conference on Digital Information Management (ICDIM) ◽

10.1109/icdim.2018.8847094 ◽

2018 ◽

Author(s):

Aldila Rizkiana ◽

Sari Hasrini ◽

Pameodji Hardjomidjojo ◽

Budhi Prihartono ◽

Indryati Sunaryo ◽

...

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Investor Attention

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Aggregate investor sentiment and stock return synchronicity

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2019.105628 ◽

2019 ◽

Vol 108 ◽

pp. 105628 ◽

Author(s):

Timothy K. Chue ◽

Ferdinand A. Gul ◽

G. Mujtaba Mian

Keyword(s):

Stock Return ◽

Investor Sentiment

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The Influence of Investor Sentiment on Stock Return and its Volatility under Different Market States

2012 Fifth International Conference on Business Intelligence and Financial Engineering ◽

10.1109/bife.2012.77 ◽

2012 ◽

Author(s):

Huiwen Zou ◽

Lei Sun

Keyword(s):

Stock Return ◽

Investor Sentiment

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Shipping investor sentiment and international stock return predictability

Transportation Research Part E Logistics and Transportation Review ◽

10.1016/j.tre.2016.10.006 ◽

2016 ◽

Vol 96 ◽

pp. 81-94 ◽

Author(s):

Nikos C. Papapostolou ◽

Panos K. Pouliasis ◽

Nikos K. Nomikos ◽

Ioannis Kyriakou

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Predictability ◽

Stock Return Predictability

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Excess Stock Return Comovements and the Role of Investor Sentiment

10.2469/dig.v48.n2.2 ◽

2018 ◽

Vol 48 (2) ◽

Author(s):

Aditya Jadhav

Keyword(s):

Stock Return ◽

Investor Sentiment

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Investor sentiment and stock return predictability: The power of ignorance

Finance ◽

10.3917/fina.382.0007 ◽

2017 ◽

Vol 38 (2) ◽

pp. 7 ◽

Author(s):

Catherine D'Hondt ◽

Patrick Roger

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Return Predictability ◽

Stock Return Predictability

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Research on interactive relationship between investor sentiment and stock return

2016 13th International Conference on Service Systems and Service Management (ICSSSM) ◽

10.1109/icsssm.2016.7538507 ◽

2016 ◽

Author(s):

Xinxin Li ◽

Junwen Feng

Keyword(s):

Stock Return ◽

Investor Sentiment ◽

Interactive Relationship

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Analyzing the impact of investor sentiment in social media to stock return: Survival analysis approach

2017 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM) ◽

10.1109/ieem.2017.8289945 ◽

2017 ◽

Author(s):

A. Rizkiana ◽

H. Sari ◽

P. Hardjomijojo ◽

B. Prihartono ◽

T. Yudhistira

Keyword(s):

Social Media ◽

Survival Analysis ◽

Stock Return ◽

Investor Sentiment ◽

Analysis Approach ◽

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