The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
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- Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013.
"Market Response to Investor Sentiment,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 901-917, September.
- Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFR Working Papers 11-01, University of Cologne, Centre for Financial Research (CFR).
- Hengelbrock, Jördis & Theissen, Erik & Westheide, Christian, 2011. "Market response to investor sentiment," CFS Working Paper Series 2011/02, Center for Financial Studies (CFS).
- Lux, Thomas, 2008. "Sentiment dynamics and stock returns: the case of the German stock market," Kiel Working Papers 1470, Kiel Institute for the World Economy (IfW).
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2018. "Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causalityâ€ Inâ€ Quantiles Test," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 74-87, January.
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- Hu, Zongyi & Li, Chao, 2015. "Investor Sentiment and Irrational Speculative Bubble Model," MPRA Paper 62108, University Library of Munich, Germany.
- Carla Fernandes & Paulo M. Gama & Elisabete Vieira, 2016. "Does local and Euro area sentiment matter for sovereign debt markets? Evidence from a bailout country," Applied Economics, Taylor & Francis Journals, vol. 48(9), pages 816-834, February.
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Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 12(2), pages 1-14, May.
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- Pablo Calafiore & Gökçe Soydemir & Rahul Verma, 2010. "The Impact of Business and Consumer Sentiment on Stock Market Returns: Evidence from Brazil," Chapters, in: Brian Bruce (ed.),Handbook of Behavioral Finance, chapter 18, Edward Elgar Publishing.
- Yamamoto, Ryuichi & Hirata, Hideaki, 2013. "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 37(10), pages 2010-2022.
- Marcin Rzeszutek & Adam Szyszka & Monika Czerwonka, 2015. "Investors’ Expertise, Personality Traits and Susceptibility to Behavioral Biases in the Decision Making Process," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(3), September.
- Sayim, Mustafa & Rahman, Hamid, 2015. "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, vol. 26(C), pages 1-17.
- Thomas Lux, 2011. "Sentiment dynamics and stock returns: the case of the German stock market," Empirical Economics, Springer, vol. 41(3), pages 663-679, December.
- Mehwish Aziz Khan & Eatzaz Ahmad, 2018. "Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan," Sustainability, MDPI, Open Access Journal, vol. 11(1), pages 1-20, December.
- Niall O’Sullivan & Sheng Zhu & Jason Foran, 2019. "Sentiment versus liquidity pricing effects in the cross-section of UK stock returns," Journal of Asset Management, Palgrave Macmillan, vol. 20(4), pages 317-329, July.
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