Sentiment changes, stock returns and volatility: evidence from NYSE, AMEX and NASDAQ stocks
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- Emilios 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.
- Jain, Ajeet & Strobl, Sascha, 2017. "The effect of volatility persistence on excess returns," Review of Financial Economics, Elsevier, vol. 32(C), pages 58-63.
- Chung Baek, 2016. "Stock prices, dividends, earnings, and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1043-1061, November.
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