☆ 4.7 Article

Investor sentiment and the Chinese new energy stock market: A risk-return perspective

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2023)

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。

Article Business, Finance

The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19

Derya Guler

Summary: This paper examines the impact of investor sentiment on Bitcoin returns and volatility, and finds that investor sentiment has a positive effect on the Bitcoin market, especially after the Covid-19 outbreak. It also reveals that both rational and irrational investor sentiments influence Bitcoin returns.

JOURNAL OF BEHAVIORAL FINANCE (2023)

添加到收藏夹

Article Business, Finance

Investor sentiments and stock markets during the COVID-19 pandemic

Emre Cevik et al.

Summary: This study examines the relationship between investor sentiments (positive and negative) and stock market returns and volatility in Group of 20 countries. The findings suggest that positive investor sentiment leads to increased stock returns and reduced volatility, while negative investor sentiment has the opposite effect. These results are robust and have implications for portfolio management.

FINANCIAL INNOVATION (2022)

添加到收藏夹

Article Business, Finance

Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China

Rongda Chen et al.

Summary: This research demonstrates the impact of investor sentiment on volatility in energy futures markets, particularly in emerging markets. By introducing a novel investor sentiment index into models, volatility forecasting accuracy can be significantly improved.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2021)

添加到收藏夹

Article Business, Finance

The impact of sentiment on emerging stock markets

Abhinav Anand et al.

Summary: The study found that a new text-based sentiment variable based on central bank speeches is more effective in explaining stock market returns, making existing sentiment variables insignificant in its presence.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2021)

添加到收藏夹

Article Business, Finance

Risk spillover and network connectedness analysis of China's green bond and financial markets: Evidence from financial events of 2015-2020

Yang Gao et al.

Summary: The study revealed significant two-way risk spillovers between China's green bond market and traditional bond markets. Additionally, the green bond market was subject to one-way risk spillover from stock and commodities markets. However, risk spillovers between the green bond market, forex market, and monetary market were not significant.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2021)

添加到收藏夹

Article Green & Sustainable Science & Technology

Modeling return and volatility spillover networks of global new energy companies

Jiang-Bo Geng et al.

Summary: This study found that the information spillover degree among global new energy companies is high, especially for the volatility system. There is an asymmetric effect in the information transmission mechanism, with bad news contributing more to systemic risk. Some new energy companies play important roles as net information transmitters in the networks.

RENEWABLE & SUSTAINABLE ENERGY REVIEWS (2021)

添加到收藏夹

Article Business, Finance

The impacts of investors' sentiments on stock returns using fintech approaches

Hao Fang et al.

Summary: This study uses fintech approaches to investigate the impacts of investors' optimism and pessimism on stock returns. Results show that firms with optimistic sentiments have significantly higher stock returns, while those with pessimistic sentiments have opposite effects. The effects of optimism and pessimism on stock returns subsequently reverse, with optimism increasing volatility and pessimism decreasing it.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2021)

添加到收藏夹

Article Economics

The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors

Fengqi Liu et al.

Summary: This paper investigates the transmission mechanism among air pollution, investor attention, and stock prices, finding that air pollution does not directly impact the stock prices of new energy companies, but it can directly reduce the stock prices of polluting companies. Increased investor attention on trading days can lead to higher stock prices for both new energy and polluting enterprises.

ENERGY POLICY (2021)

添加到收藏夹

Article Economics

Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model

Shangwei Jiang et al.

Summary: The study reveals that investor sentiment positively influences stock return volatility, with both temporal cumulative and spatial spillover effects, more sensitive to economic factors.

ECONOMIC MODELLING (2021)

添加到收藏夹

Article Business, Finance

Can the Chinese volatility index reflect investor sentiment?

Wen Long et al.

Summary: By analyzing the relationships between the official Chinese volatility index iVX and its components with sentiment indexes at different levels, the study finds that iVX can reflect investor sentiment at various levels, but to different extents. The introduction of mixed-frequency dynamic factor analysis to extract a common sentiment factor shows stronger correlation with iVX compared to sentiment indexes at each level.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2021)

添加到收藏夹

Article Economics

Trade policy uncertainty and corporate innovation evidence from Chinese listed firms in new energy vehicle industry

Huayu Shen et al.

Summary: The study shows that trade policy uncertainty has a positive impact on corporate innovation, while government subsidy and managerial ownership can mitigate this impact.

ENERGY ECONOMICS (2021)

添加到收藏夹

Article Business, Finance

Spillovers between sovereign CDS and exchange rate markets: The role of market fear

Qianqian Feng et al.

Summary: This paper explores the complex interactions within the sovereign CDS-exchange rate system and finds a relatively close linkage between the two markets, with bidirectional spillovers observed after introducing market fear variables. The results have significant implications for maintaining financial stability and preventing risk contagion between markets.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2021)

添加到收藏夹

Article Economics

The role of news sentiment in oil futures returns and volatility forecasting: Data-decomposition based deep learning approach

Yuze Li et al.

Summary: This paper introduces a novel VMDBiLSTM model with investor sentiment indicator for crude oil forecasting. The study shows that news sentiment significantly impacts oil futures prices and volatility. Furthermore, the incorporation of sentiment score improves forecasting performance effectively.

ENERGY ECONOMICS (2021)

添加到收藏夹

Article Business, Finance

The impact of COVID-19 on the Chinese stock market: Sentimental or substantial?

Yunchuan Sun et al.

Summary: The impact of COVID-19 on the Chinese stock market is mainly negative, but there are still industries that have seen a boost.

FINANCE RESEARCH LETTERS (2021)

添加到收藏夹

Article Economics

Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data

Christopher F. Baum et al.

Summary: This paper proposes a futures return model that can provide a valid tail risk management tool for individual investors and firms, exploring the commonalities between financial and energy commodity markets and the financialization of energy commodities. The introduction of leverage and jumps in the futures return dynamics improves the ability to forecast volatility as an indicator for risk in both the S&P500 and natural gas futures markets.

ENERGY ECONOMICS (2021)

添加到收藏夹

Article Economics

Words are the New Numbers: A Newsy Coincident Index of the Business Cycle

Leif Anders Thorsrud

JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2020)

添加到收藏夹

Article Business, Finance

Searching for safe-haven assets during the COVID-19 pandemic

Qiang Ji et al.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2020)

添加到收藏夹

Article Business, Finance

News and return volatility of Chinese bank stocks

Kin-Yip Ho et al.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2020)

添加到收藏夹

Article Business, Finance

Intraday sentiment and market returns

Bin Gao et al.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2020)

添加到收藏夹

Article Business, Finance

Risk dependence between energy corporations: A text-based measurement approach

Jingyu Li et al.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2020)

添加到收藏夹

Article Business, Finance

How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries

Jun Wang et al.

FINANCE RESEARCH LETTERS (2020)

添加到收藏夹

Article Business, Finance

Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach

Xiaolei Sun et al.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2020)

添加到收藏夹

Article Business, Finance

Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective

Xiaolei Sun et al.

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2020)

添加到收藏夹

Article Business, Finance

Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains

Xiaolei Sun et al.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2020)

添加到收藏夹

Article Business, Finance

Value at risk, cross-sectional returns and the role of investor sentiment

Jia Bi et al.

JOURNAL OF EMPIRICAL FINANCE (2020)

添加到收藏夹

Article Business, Finance

Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns

Yigit Atilgan et al.

JOURNAL OF FINANCIAL ECONOMICS (2020)

添加到收藏夹

Article Economics

The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning

Yelin Li et al.

INTERNATIONAL JOURNAL OF FORECASTING (2020)

添加到收藏夹

Article Business, Finance

Financial markets under the global pandemic of COVID-19

Dayong Zhang et al.

FINANCE RESEARCH LETTERS (2020)

添加到收藏夹

Article Economics

How much does financial development contribute to renewable energy growth and upgrading of energy structure in China?

Qiang Ji et al.

ENERGY POLICY (2019)

添加到收藏夹

Article Business, Finance

Empirical analysis of intertemporal relations between downside risks and expected returns-Evidence from Asian markets

Thomas C. Chiang

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2019)

添加到收藏夹

Article Business, Finance

Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports

Ji Qiang et al.

FINANCE RESEARCH LETTERS (2019)

添加到收藏夹

Article Business, Finance

Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate

Wei Peng et al.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2019)

添加到收藏夹

Article Business, Finance

The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea

Mehmet Balcilar et al.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2019)

添加到收藏夹

Article Economics

The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets

Yingjie Song et al.

ENERGY ECONOMICS (2019)

添加到收藏夹

Article Business, Finance

An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data

Thomas C. Chiang et al.

INTERNATIONAL JOURNAL OF FINANCIAL STUDIES (2018)

添加到收藏夹

Article Economics

The impact of Twitter sentiment on renewable energy stocks

Juan C. Reboredo et al.

ENERGY ECONOMICS (2018)

添加到收藏夹

Article Business, Finance

Intraday online investor sentiment and return patterns in the US stock market

Thomas Renault

JOURNAL OF BANKING & FINANCE (2017)

添加到收藏夹

Article Economics

Can investor attention predict oil prices?

Liyan Han et al.

ENERGY ECONOMICS (2017)

添加到收藏夹

Article Business, Finance

Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework

Xiaolei Sun et al.

FINANCE RESEARCH LETTERS (2017)

添加到收藏夹

Article Economics

Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries

Chang Liu et al.

ENERGY POLICY (2016)

添加到收藏夹

Article Business, Finance

Investor sentiment, accounting information and stock price: Evidence from China

Bo Zhu et al.

PACIFIC-BASIN FINANCE JOURNAL (2016)

添加到收藏夹

Article Business, Finance

Stock returns and economic forces-An empirical investigation of Chinese markets

Xiaoyu Chen et al.

GLOBAL FINANCE JOURNAL (2016)

添加到收藏夹

Review Multidisciplinary Sciences

Deep learning

Yann LeCun et al.

NATURE (2015)

添加到收藏夹

Article Business, Finance

Investor Sentiment Aligned: A Powerful Predictor of Stock Returns

Dashan Huang et al.

REVIEW OF FINANCIAL STUDIES (2015)

添加到收藏夹

Article Business, Finance

The Sum of All FEARS Investor Sentiment and Asset Prices

Zhi Da et al.

REVIEW OF FINANCIAL STUDIES (2015)

添加到收藏夹

Article Economics

From hero to zero: Evidence of performance reversal and speculative bubbles in German renewable energy stocks

Martin T. Bohl et al.

ENERGY ECONOMICS (2013)

添加到收藏夹

Article Economics

Oil shocks and their impact on energy related stocks in China

David C. Broadstock et al.

ENERGY ECONOMICS (2012)

添加到收藏夹

Article Economics

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

Perry Sadorsky

ENERGY ECONOMICS (2012)

添加到收藏夹

Article Economics

Estimation of value-at-risk for energy commodities via fat-tailed GARCH models

Jui-Cheng Hung et al.

ENERGY ECONOMICS (2008)

添加到收藏夹

Article Economics

Oil prices and the stock prices of alternative energy companies

Irene Henriques et al.

ENERGY ECONOMICS (2008)

添加到收藏夹

Article Economics

Estimating 'Value at Risk' of crude oil price and its spillover effect using the GED-GARCH approach

Ying Fan et al.

ENERGY ECONOMICS (2008)

添加到收藏夹

Article Business, Finance

Investor sentiment and the cross-section of stock returns

Malcolm Baker et al.

JOURNAL OF FINANCE (2006)

添加到收藏夹

Article Business, Finance

Is all that talk just noise? The information content of Internet stock message boards

W Antweiler et al.

JOURNAL OF FINANCE (2004)

添加到收藏夹

Article Business, Finance

Stock market volatility, excess returns, and the role of investor sentiment

WY Lee et al.

JOURNAL OF BANKING & FINANCE (2002)

添加到收藏夹

© Peeref 2019-2024. All rights reserved.