Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets

Citations

Cited by:

1. Ameet Kumar Banerjee & H. K. Pradhan, 2020. "Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 767-782, December.
2. Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022. "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, vol. 45(C).
3. Basheer Ahmad & Usman Ali Warraich & Sidra Saeed, 2014. "Impact Of Investor Sentiments On Future Trading," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 10(2), pages 16-32.
4. Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018. "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 179-199.
5. Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia, 2020. "Pricing inefficiencies and feedback trading: Evidence from country ETFs," International Review of Financial Analysis, Elsevier, vol. 70(C).
6. Chen, Yu-Lun & Mo, Wan-Shin, 2023. "Determinants and dynamic interactions of trader positions in the gold futures market," Journal of Commodity Markets, Elsevier, vol. 31(C).
7. Imran Riaz Malik, Attaullah Shah, 2019. "Impact of Single Stock Futures on Feedback Trading, Trading Volume and Volatility: A Modified Approach," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(2), pages 15-29, October.
8. Yung-Ching Tseng & Wo-Chiang Lee, 2016. "Investor Sentiment and ETF Liquidity - Evidence from Asia Markets," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 6(1), pages 1-5.
9. Basheer Ahmad & Usman Ali Warraich & Sidra Saeed, 2014. "Impact Of Investor Sentiments On Future Trading," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 10(2), pages 10-12.
10. Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis, 2016. "Investor mood, herding and the Ramadan effect," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 23-38.
11. ap Gwilym, O. & Kita, A. & Wang, Q., 2014. "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 212-221.
12. Kallinterakis, Vasileios & Karaa, Rabaa, 2023. "From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading," International Review of Financial Analysis, Elsevier, vol. 85(C).
13. Emilios C. C Galariotis & Phil Holmes & Vasileios Kallinterakis & Xiaodong S. Ma, 2014. "Market states, expectations, sentiment and momentum: How naive are investors?," Post-Print hal-00943345, HAL.
14. Andrikopoulos, Panagiotis & Cui, Yueting & Gad, Samar & Kallinterakis, Vasileios, 2020. "Feedback trading and the ramadan effect in frontier markets," Research in International Business and Finance, Elsevier, vol. 51(C).
15. Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers 202022, University of Pretoria, Department of Economics.
16. Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
17. Charteris, Ailie & Musadziruma, Arnold, 2017. "Feedback trading in stock index futures: Evidence from South Africa," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1289-1297.
18. Shangkari V. Anusakumar & Ruhani Ali, 2017. "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, vol. 25(1), pages 26-42.
19. Charteris, Ailie & Chau, Frankie & Gavriilidis, Konstantinos & Kallinterakis, Vasileios, 2014. "Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 80-89.
20. Charteris, Ailie & Kallinterakis, Vasileios, 2021. "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, vol. 75(C).
21. Chau, Frankie & Deesomsak, Rataporn, 2015. "Business cycle variation in positive feedback trading: Evidence from the G-7 economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 147-159.
22. Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022. "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, vol. 44(C).
23. Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa, 2016. "Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis," Finance Research Letters, Elsevier, vol. 19(C), pages 54-59.
24. Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung, 2017. "Investor sentiment and country exchange traded funds: Does economic freedom matter?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 285-299.
25. Zaremba, Adam & Szyszka, Adam & Long, Huaigang & Zawadka, Dariusz, 2020. "Business sentiment and the cross-section of global equity returns," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
26. Gębka, Bartosz & Serwa, Dobromił, 2015. "The elusive nature of motives to trade: Evidence from international stock markets," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 147-157.
27. Jacoby, Gady & Liao, Rose C., 2012. "Price discovery and sentiment," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 108-118.
28. Chau, Frankie & Kuo, Jing-Ming & Shi, Yukun, 2015. "Arbitrage opportunities and feedback trading in emissions and energy markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 130-147.
29. Paulo Vitor Jordão da Gama Silva & Augusto F.C. Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo pinto & Leonardo Lima Gomes, 2019. "Does the cryptocurrency market exhibits feedback trading?," Economics Bulletin, AccessEcon, vol. 39(4), pages 2830-2838.
30. Lu, Hengzhen & Zhu, Xiaoyu & Wang, Jianli & Yick, Ho Yin, 2021. "Share pledge transactions as an investor sentiment indicator - Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 230-238.
31. Baker, H. Kent & Kumar, Satish & Goyal, Kirti & Sharma, Anuj, 2021. "International review of financial analysis: A retrospective evaluation between 1992 and 2020," International Review of Financial Analysis, Elsevier, vol. 78(C).