4.0 Article

International investor sentiment and stock returns: Evidence from China

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 Economics

Does investor sentiment affect stock price crash risk?

Huijie Cui et al.

APPLIED ECONOMICS LETTERS (2020)

Article Green & Sustainable Science & Technology

Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects

Guoxiang Xu et al.

SUSTAINABILITY (2019)

Article Green & Sustainable Science & Technology

The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After Shanghai-Hong Kong Stock Connect

Andy Wui-Wing Cheng et al.

SUSTAINABILITY (2019)

Article Economics

The impact of market trading mechanism on A-H share price premium

Yi-jun Ding et al.

APPLIED ECONOMICS LETTERS (2019)

Article Business, Finance

Firm-specific investor sentiment and daily stock returns

Sang Ik Seok et al.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2019)

Article Business, Finance

A new sentiment index for the Islamic stock market

Muhammad Asif Khan et al.

INVESTMENT ANALYSTS JOURNAL (2019)

Article Green & Sustainable Science & Technology

Research on Sustainable Development of the Stock Market Based on VIX Index

Lei Ruan

SUSTAINABILITY (2018)

Article Business, Finance

Global and Extreme Dependence Between Investor Sentiment and Stock Returns in European Markets

Paulo Horta et al.

JOURNAL OF BEHAVIORAL FINANCE (2018)

Article Computer Science, Cybernetics

A study of correlation between investor sentiment and stock market based on Copula model

Can Zhong Yao et al.

KYBERNETES (2017)

Article Business, Finance

Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market

Heejin Yang et al.

INVESTMENT ANALYSTS JOURNAL (2017)

Article Management

Investor Sentiment, Beta, and the Cost of Equity Capital

Constantinos Antoniou et al.

MANAGEMENT SCIENCE (2016)

Article Economics

Home and foreign investor sentiment and the stock returns

Dorsal Ben Aissia

QUARTERLY REVIEW OF ECONOMICS AND FINANCE (2016)

Article Business, Finance

Stock prices, dividends, earnings, and investor sentiment

Chung Baek

REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING (2016)

Article Economics

Gold price and stock markets nexus under mixed-copulas

Cuong Nguyen et al.

ECONOMIC MODELLING (2016)

Article Business, Finance

Individual stock crowded trades, individual stock investor sentiment and excess returns

Chunpeng Yang et al.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2016)

Article Business, Finance

Sensitivity to investor sentiment and stock performance of open market share repurchases

Woan-lih Liang

JOURNAL OF BANKING & FINANCE (2016)

Article Business, Finance

Investor trading behavior, investor sentiment and asset prices

Chunpeng Yang et al.

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE (2015)

Article Business, Finance

Effect of the subprime mortgage crisis on a leading emerging market

Jun Sik Kim et al.

INVESTMENT ANALYSTS JOURNAL (2015)

Article Business, Finance

Is investor sentiment contagious? International sentiment and UK equity returns

Yawen Hudson et al.

JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE (2015)

Article Business, Finance

The Sum of All FEARS Investor Sentiment and Asset Prices

Zhi Da et al.

REVIEW OF FINANCIAL STUDIES (2015)

Article Business, Finance

A principal component approach to measuring investor sentiment in China

Haiqiang Chen et al.

QUANTITATIVE FINANCE (2014)

Article Business, Finance

Investor sentiment and return predictability of disagreement

Jun Sik Kim et al.

JOURNAL OF BANKING & FINANCE (2014)

Article Physics, Multidisciplinary

Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets

Feng Ma et al.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2013)

Article Business, Finance

Speculative Retail Trading and Asset Prices

Bing Han et al.

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2013)

Article Mathematics, Interdisciplinary Applications

Dependence between stock returns and investor sentiment in Chinese markets: A copula approach

Xunfa Lu et al.

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY (2012)

Article Business, Finance

Global, local, and contagious investor sentiment

Malcolm Baker et al.

JOURNAL OF FINANCIAL ECONOMICS (2012)

Article Business, Finance

Measuring investor sentiment with mutual fund flows

Azi Ben-Rephael et al.

JOURNAL OF FINANCIAL ECONOMICS (2012)

Article Business, Finance

When does investor sentiment predict stock returns?

San-Lin Chung et al.

JOURNAL OF EMPIRICAL FINANCE (2012)

Article Economics

Investor sentiment in the Chinese stock market: an empirical analysis

Lixu Chi et al.

APPLIED ECONOMICS LETTERS (2012)

Article Business, Finance

Country-specific sentiment and security prices

Byoung-Hyoun Hwang

JOURNAL OF FINANCIAL ECONOMICS (2011)

Article Business, Finance

How Does Investor Sentiment Affect Stock Market Crises? Evidence from Panel Data

Mohamed Zouaoui et al.

FINANCIAL REVIEW (2011)

Article Business, Finance

Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market*

Hee-Joon Ahn et al.

ASIA-PACIFIC JOURNAL OF FINANCIAL STUDIES (2010)

Article Business, Finance

Investor sentiment and stock returns: Some international evidence

Maik Schmeling

JOURNAL OF EMPIRICAL FINANCE (2009)

Article Business, Finance

Investor sentiment as conditioning information in asset pricing

Chienwei Ho et al.

JOURNAL OF BANKING & FINANCE (2009)

Article Business, Finance

Dumb money: Mutual fund flows and the cross-section of stock returns

Andrea Frazzini et al.

JOURNAL OF FINANCIAL ECONOMICS (2008)

Article Business, Finance

Institutional portfolio flows and international investments

Kenneth A. Froot et al.

REVIEW OF FINANCIAL STUDIES (2008)

Article Business, Finance

Individual investor trading and stock returns

Ron Kaniel et al.

JOURNAL OF FINANCE (2008)

Article Business, Finance

INFORMED TRADING IN THE INDEX OPTION MARKET: THE CASE OF KOSPI 200 OPTIONS

Hee-Joon Ann et al.

JOURNAL OF FUTURES MARKETS (2008)

Article Business, Finance

Retail investor sentiment and return comovements

Alok Kumar et al.

JOURNAL OF FINANCE (2006)

Article Business, Finance

Investor sentiment and the cross-section of stock returns

Malcolm Baker et al.

JOURNAL OF FINANCE (2006)

Article Business, Finance

A trade-based analysis of momentum

S Hvidkjaer

REVIEW OF FINANCIAL STUDIES (2006)

Article Economics

Modelling asymmetric exchange rate dependence

AJ Patton

INTERNATIONAL ECONOMIC REVIEW (2006)

Article Business, Finance

The investment behavior and performance of various investor types: a study of Finland's unique data set

M Grinblatt et al.

JOURNAL OF FINANCIAL ECONOMICS (2000)