Impact of Investor Sentiment on the Cross-section of Stock Returns

Asian Review of Financial Research ◽

10.37197/arfr.2020.33.1.3 ◽

2020 ◽

Vol 33 (1) ◽

pp. 61-95

Author(s):

Hyo-jeong Lee ◽

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor Sentiment and the Cross-Section of Stock Returns

10.3386/w10449 ◽

2004 ◽

Author(s):

Malcolm Baker ◽

Jeffrey Wurgler

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns

Empirical Economics ◽

10.1007/s00181-019-01630-7 ◽

2019 ◽

Vol 59 (1) ◽

pp. 437-460 ◽

Author(s):

Liyun Zhou ◽

Chunpeng Yang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

Limited Arbitrage ◽

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How Does Investor Sentiment Affect the Cross-Section of Stock Returns?

SSRN Electronic Journal ◽

10.2139/ssrn.1151310 ◽

2007 ◽

Author(s):

John Wang ◽

Jeffrey A. Wurgler ◽

Malcolm P. Baker

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor sentiment and the cross-section of stock returns: new theory and evidence

Review of Quantitative Finance and Accounting ◽

10.1007/s11156-018-0756-z ◽

2018 ◽

Vol 53 (2) ◽

pp. 493-525 ◽

Author(s):

Wenjie Ding ◽

Khelifa Mazouz ◽

Qingwei Wang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor Sentiment Indices and the Cross-section of Stock Returns of Individual Firms

korean management review ◽

10.17287/kmr.2018.47.5.1231 ◽

2018 ◽

Vol 47 (5) ◽

pp. 1231-1260 ◽

Author(s):

Karam Kim ◽

Doojin Ryu ◽

Heejin Yang

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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How Does Investor Sentiment Affect the Cross-Section of Stock Returns?

10.2469/dig.v38.n4.12 ◽

2008 ◽

Vol 38 (4) ◽

pp. 30-32

Author(s):

Brendan F. O’Connell

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor Sentiment and the Cross-Section of Stock Returns

10.2469/dig.v37.n1.4495 ◽

2007 ◽

Vol 37 (1) ◽

pp. 49-50

Author(s):

Rajiv Kalra

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor Sentiment and the Cross-Section of Stock Returns

The Journal of Finance ◽

10.1111/j.1540-6261.2006.00885.x ◽

2006 ◽

Vol 61 (4) ◽

pp. 1645-1680 ◽

Cited By ~ 2229

Author(s):

MALCOLM BAKER ◽

JEFFREY WURGLER

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor Sentiment Dynamics, the Cross-Section of Stock Returns and the MAX Effect

SSRN Electronic Journal ◽

10.2139/ssrn.3036761 ◽

2017 ◽

Author(s):

Muhammad A. Cheema ◽

Gilbert V. Nartea

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

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Investor Sentiment and the Cross-section of Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.464843 ◽

2003 ◽

Author(s):

Malcolm P. Baker ◽

Jeffrey A. Wurgler

Keyword(s):

Stock Returns ◽

Cross Section ◽

Investor Sentiment ◽

Download Full-text