相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
Khaled Obaid et al.
JOURNAL OF FINANCIAL ECONOMICS (2022)
Measuring news sentiment
Adam Hale Shapiro et al.
JOURNAL OF ECONOMETRICS (2022)
Scaled PCA: A New Approach to Dimension Reduction
Dashan Huang et al.
MANAGEMENT SCIENCE (2022)
Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment
Can Gao et al.
JOURNAL OF FINANCE (2021)
Are disagreements agreeable? Evidence from information aggregation *
Dashan Huang et al.
JOURNAL OF FINANCIAL ECONOMICS (2021)
Feverish sentiment and global equity markets during the COVID-19 pandemic
Toan Luu Duc Huynh et al.
JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION (2021)
Bull and bear markets during the COVID-19 pandemic
John M. Maheu et al.
FINANCE RESEARCH LETTERS (2021)
A comprehensive look at stock return predictability by oil prices using economic constraint approaches
Feng Ma et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2021)
Economic policy uncertainty and stock market returns: New evidence
Yongan Xu et al.
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2021)
Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information
Chao Liang et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2021)
Forecasting crude oil prices: A scaled PCA approach
Mengxi He et al.
ENERGY ECONOMICS (2021)
Sentiment stocks
Hang Dong et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2020)
Which sentiment index is more informative to forecast stock market volatility? Evidence from China
Chao Liang et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2020)
Forecasting stock returns: A predictor-constrained approach
Zhiyuan Pan et al.
JOURNAL OF EMPIRICAL FINANCE (2020)
Forecasting stock returns with cycle-decomposed predictors
Yongsheng Yi et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2019)
Economic constraints and stock return predictability: A new approach
Yaojie Zhang et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2019)
Can investor sentiment predict the size premium?
Mahmoud Qadan et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2019)
Manager sentiment and stock returns
Fuwei Jiang et al.
JOURNAL OF FINANCIAL ECONOMICS (2019)
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
Yaojie Zhang et al.
JOURNAL OF EMPIRICAL FINANCE (2019)
Investor sentiment and the price of oil
Mahmoud Qadan et al.
ENERGY ECONOMICS (2018)
Oil and the short-term predictability of stock return volatility
Yudong Wang et al.
JOURNAL OF EMPIRICAL FINANCE (2018)
Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models
Yudong Wang et al.
ENERGY ECONOMICS (2017)
Investor sentiment, flight-to-quality, and corporate bond comovement
Sebastian Bethke et al.
JOURNAL OF BANKING & FINANCE (2017)
Can investor sentiment be a momentum time-series predictor? Evidence from China
Xing Han et al.
JOURNAL OF EMPIRICAL FINANCE (2017)
Measuring Economic Policy Uncertainty
Scott R. Baker et al.
QUARTERLY JOURNAL OF ECONOMICS (2016)
Sentiment, mood and outbound tourism demand
Mina Dragouni et al.
ANNALS OF TOURISM RESEARCH (2016)
Forecasting the Real Price of Oil in a Changing World: A Forecast Combination Approach
Christiane Baumeister et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2015)
Corporate Transparency and the Impact of Investor Sentiment on Stock Prices
Michael Firth et al.
MANAGEMENT SCIENCE (2015)
Does realized skewness predict the cross-section of equity returns?
Diego Amaya et al.
JOURNAL OF FINANCIAL ECONOMICS (2015)
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Dashan Huang et al.
REVIEW OF FINANCIAL STUDIES (2015)
The Sum of All FEARS Investor Sentiment and Asset Prices
Zhi Da et al.
REVIEW OF FINANCIAL STUDIES (2015)
A principal component approach to measuring investor sentiment in China
Haiqiang Chen et al.
QUANTITATIVE FINANCE (2014)
Can economic uncertainty, financial stress and consumer sentiments predict US equity premium?
Rangan Gupta et al.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2014)
Determinants of financial stress in emerging market economies
Cyn-Young Park et al.
JOURNAL OF BANKING & FINANCE (2014)
Forecasting stock returns under economic constraints
Davide Pettenuzzo et al.
JOURNAL OF FINANCIAL ECONOMICS (2014)
'Deja vol': Predictive regressions for aggregate stock market volatility using macroeconomic variables
Bradley S. Paye
JOURNAL OF FINANCIAL ECONOMICS (2012)
Investor sentiment in the Chinese stock market: an empirical analysis
Lixu Chi et al.
APPLIED ECONOMICS LETTERS (2012)
Investor sentiment and the mean-variance relation
Jianfeng Yu et al.
JOURNAL OF FINANCIAL ECONOMICS (2011)
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
David E. Rapach et al.
REVIEW OF FINANCIAL STUDIES (2010)
Predicting excess stock returns out of sample: Can anything beat the historical average?
John Y. Campbell et al.
REVIEW OF FINANCIAL STUDIES (2008)
A comprehensive look at the empirical performance of equity premium prediction
Ivo Welch et al.
REVIEW OF FINANCIAL STUDIES (2008)
Approximately normal tests for equal predictive accuracy in nested models
Todd E. Clark et al.
JOURNAL OF ECONOMETRICS (2007)
Investor sentiment in the stock market
Malcolm Baker et al.
JOURNAL OF ECONOMIC PERSPECTIVES (2007)
Consumer confidence and asset prices: Some empirical evidence
Michael Lemmon et al.
REVIEW OF FINANCIAL STUDIES (2006)
Investor sentiment and the cross-section of stock returns
Malcolm Baker et al.
JOURNAL OF FINANCE (2006)
Regularization and variable selection via the elastic net
H Zou et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2005)
Market liquidity as a sentiment indicator
M Baker et al.
JOURNAL OF FINANCIAL MARKETS (2004)
Consumer confidence and stock returns - What sentiment tells us.
KL Fisher et al.
JOURNAL OF PORTFOLIO MANAGEMENT (2003)
A simple framework for analysing bull and bear markets
AR Pagan et al.
JOURNAL OF APPLIED ECONOMETRICS (2003)