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Investor sentiment and stock returns: Global evidence

Citations

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Cited by:

  1. Yu Sung Ha & Jangkoo Kang & Kyung Yoon Kwon, 2025. "CEO cultural heritage and R&D expenditures," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1390-1410, April.
  2. Białkowski, Jędrzej & Wei, Xiaopeng, 2025. "Quality of political information and return predictability: Evidence from investor sentiment and risk aversion," Journal of Banking & Finance, Elsevier, vol. 177(C).
  3. Gaoshan Wang & Zhiyi Wang & Mingyue Chen & Xiaohong Shen, 2026. "An Analysis of the Temporal Impact of Investor Sentiment and Attention on Stock Liquidity Using Deep Learning," Computational Economics, Springer;Society for Computational Economics, vol. 67(3), pages 1767-1795, March.
  4. Dai, Zhifeng & Zhu, Junxin & Zhang, Xinhua, 2022. "Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment," Energy Economics, Elsevier, vol. 114(C).
  5. Wang, Wenzhao & Duxbury, Darren, 2021. "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 415-441.
  6. Gao, Yang & Zhao, Chengjie, 2023. "Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  7. Sun, Guanglin & Wang, Jiawei & Ai, Yongfang, 2024. "The impact of government green subsidies on stock price crash risk," Energy Economics, Elsevier, vol. 134(C).
  8. Xu, Yongan & Wang, Jianqiong & Chen, Zhonglu & Liang, Chao, 2021. "Economic policy uncertainty and stock market returns: New evidence," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  9. Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024. "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 93(C).
  10. Pereira, Camila C. & Bastos, Saulo B. & Cajueiro, Daniel O., 2025. "The words that lead to uncertainty: A measure based on word embeddings," Economic Systems, Elsevier, vol. 49(3).
  11. Qian, Binsheng & Tan, Yusen, 2024. "Firm-specific investor sentiment and stock price informativeness," Finance Research Letters, Elsevier, vol. 66(C).
  12. Kitiwong, Weerapong & Ekasingh, Erboon & Sarapaivanich, Naruanard, 2025. "Analysis of non-English key audit matters: Do key audit matters influence investor sentiment?," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 58(C).
  13. Mateusz Skwarek, 2025. "Why Do Investors Behave Irrationally in the Cryptocurrency and Emerging Stock Markets?," SAGE Open, , vol. 15(3), pages 21582440251, July.
  14. Li, Zhisheng & Lin, Bingxuan & Liu, Zhouyi & Yüksel, H. Zafer, 2025. "Unpacking the crisis: Impact of COVID-19 on global equity flows," Journal of Financial Stability, Elsevier, vol. 81(C).
  15. Shi, Huai-Long & Chen, Huayi, 2025. "Understanding the role of sentiment beta in China," Pacific-Basin Finance Journal, Elsevier, vol. 91(C).
  16. Khan, Hera Asif & Chahal, Rishman Jot Kaur, 2025. "Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, vol. 79(C).
  17. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024. "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
  18. Dazhi Zheng & Huimin Li & Fengyun Li, 2024. "Capital gain overhang and risk–return trade‐off: An international study," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 47(1), pages 211-242, March.
  19. Yang, Yiwen & Lin, Yi-Wei & Cheng, Li-Chen, 2025. "Impact of real-time public sentiment on herding behavior in Taiwan's stock market: Insights across investor types and industries," International Review of Economics & Finance, Elsevier, vol. 102(C).
  20. Fakhrul Hasan & Basil Al-Najjar, 2025. "Consumer confidence as a mediator between dividend announcements and stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 65(4), pages 1571-1594, November.
  21. Chung, Min-Hsi & Chang, Ya-Kai, 2024. "Financial Reporting Complexity, Investor Sentiment, and Stock Prices," Finance Research Letters, Elsevier, vol. 62(PA).
  22. Gao, Yang & Cao, Jiawen & Zhao, Wandi & Zhang, Mengwan, 2025. "Interconnectedness and determinants of sectoral stock markets in China: Insights from higher-order moment contagion analysis," Economic Analysis and Policy, Elsevier, vol. 87(C), pages 831-859.
  23. Junxiao Gui & Nathee Naktnasukanjn & Xi Yu & Siva Shankar Ramasamy, 2024. "Research on the Impact of Economic Policy Uncertainty and Investor Sentiment on the Growth Enterprise Market Return in China—An Empirical Study Based on TVP-SV-VAR Model," IJFS, MDPI, vol. 12(4), pages 1-20, October.
  24. Erdinc Akyildirim & Ahmet Faruk Aysan & Oguzhan Cepni & Özge Serbest, 2024. "Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns," The European Journal of Finance, Taylor & Francis Journals, vol. 30(14), pages 1577-1613, September.
  25. Gebka, Bartosz, 2025. "Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?," Economic Modelling, Elsevier, vol. 148(C).
  26. Bimenyimana Jean-Claude & Mei-sheng Dong & Jallow Momodou Lamin, 2025. "Is the Stock Market A “Barometer” of the Economy? Based on South Africa Comprehensive Analysis," Economics, Sciendo, vol. 13(3), pages 409-427.
  27. Gaies, Brahim & Nakhli, Mohamed Sahbi & Ayadi, Rim & Sahut, Jean-Michel, 2022. "Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 290-303.
  28. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Quiñoá-Piñeiro, Lara & Pérez-Pico, Ada M., 2022. "US biopharmaceutical companies' stock market reaction to the COVID-19 pandemic. Understanding the concept of the ‘paradoxical spiral’ from a sustainability perspective," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
  29. Kaouther Chebbi & Aymen Ammari & Seyed Alireza Athari & Kashif Abbass, 2024. "Do US states’ responses to COVID-19 restore investor sentiment? Evidence from S&P 500 financial institutions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-21, December.
  30. Rameeza Andleeb & Arshad Hassan, 2023. "Impact of Investor Sentiment on Contemporaneous and Future Equity Returns in Emerging Markets," SAGE Open, , vol. 13(3), pages 21582440231, August.
  31. Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  32. Li, Xiao & Xie, Wenjing & Dong, Wenjuan & Zhou, Runyi, 2025. "Media hostility and international portfolio allocation: Evidence from global funds," Research in International Business and Finance, Elsevier, vol. 75(C).
  33. Karolina Krystyniak & Hongqi Liu & Huajing Hu, 2025. "What’s Trending? Stock-Level Investor Sentiment and Returns," IJFS, MDPI, vol. 13(3), pages 1-27, August.
  34. Cong Chen & Changsheng Hu & Hongxing Yao, 2022. "Noise Trader Risk and Wealth Effect: A Theoretical Framework," Mathematics, MDPI, vol. 10(20), pages 1-18, October.
  35. Sarula Bai & Jaewon Jung & Shun Li, 2024. "The Spillover Effects of Market Sentiments on Global Stock Market Volatility: A Multi-Country GJR-GARCH-MIDAS Approach," JRFM, MDPI, vol. 17(12), pages 1-23, December.
  36. Zhang, Yufei & Yu, Yijun & Zhang, Yimeng & He, Tengjiao, 2026. "The impact of judicial independence on the corporate debt financing cost − Empirical evidence from China," Journal of Contemporary Accounting and Economics, Elsevier, vol. 22(1).
  37. Ngoc Bao Vuong & Yoshihisa Suzuki, 2022. "The Moderating Effect of Market-Specific Factors on the Return Predictability of Investor Sentiment," SAGE Open, , vol. 12(3), pages 21582440221, July.
  38. Yunus Emre Turan & Dinara Zubaidullina, 2024. "Relationship between Financial Services Confidence Index and Stock Market Returns: Toda-Yamamoto and Asymmetric Causality Analysis," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(41), pages 97-108, December.
  39. Manjhi, Ganesh & Shah, Raashid, 2025. "What do sentiments of budget speeches mean for stock returns?," Economic Modelling, Elsevier, vol. 151(C).
  40. Wagner, Moritz & Wei, Xiaopeng, 2024. "Ambiguous investor sentiment," Finance Research Letters, Elsevier, vol. 67(PA).
  41. Fang, Jiali & Jacobsen, Ben, 2024. "Cross-country determinants of market efficiency: A technical analysis perspective," Journal of Banking & Finance, Elsevier, vol. 169(C).
  42. Shang, Longfei & Lin, Ji-Chai & Yang, Nan, 2023. "Easy money and competitive industries’ booms and busts," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 65-85.
  43. Gao, Yang & Zhao, Chengjie & Wang, Yaojun, 2024. "Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 438-450.
  44. Dezhi Zhao & Yanguo Li & Ruitao Gu, 2025. "Investor Sentiment and Stock Market Investment Amid Public Health Crises: A Study Based on Double DQN," Complexity, John Wiley & Sons, vol. 2025(1).
  45. Jiang, Fuwei & Liu, Hongkui & Yu, Jiasheng & Zhang, Huajing, 2023. "International stock return predictability: The role of U.S. uncertainty spillover," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  46. Ge, Erqi, 2025. "Political speeches and stock market performance: Evidence from China," Journal of Economic Behavior & Organization, Elsevier, vol. 236(C).
  47. Danni Wu & Zhenkun Zhou & Zhi Su, 2025. "Consumer negative opinions on stock returns: evidence from E-commerce reviews in China," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-28, December.
  48. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022. "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, vol. 138(C).
  49. Yunchuan Sun & Lu Liu & Ying Xu & Xiaoping Zeng & Yufeng Shi & Haifeng Hu & Jie Jiang & Ajith Abraham, 2024. "Alternative data in finance and business: emerging applications and theory analysis (review)," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-32, December.
  50. Du, Hanyu & Hao, Jing & He, Feng & Xi, Wenze, 2022. "Media sentiment and cross-sectional stock returns in the Chinese stock market," Research in International Business and Finance, Elsevier, vol. 60(C).
  51. Herve, Fabrice & Rouine, Ibtissem & Thraya, Mohamed Firas & Zouaoui, Mohamed, 2024. "Investor sentiment and M&A withdrawal: International evidence," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  52. Fangying Liu & Chi Wei Su & Meng Qin & Muhammad Umar, 2026. "Should the Stock be Held in Fear Sentiment?," Bulletin of Economic Research, Wiley Blackwell, vol. 78(2), pages 278-291, April.
  53. Le, Anh Tuan & Nguyen, Harvey & Nguyen, Cuong, 2025. "Regret to reward: Investor regret and the cross-sectional stock returns in the Chinese market," Global Finance Journal, Elsevier, vol. 68(C).
  54. Yang, Baochen & Gao, Qianran & Li, Jiapeng, 2025. "Market ambiguity, investor sentiment and market anomalies – Evidence from the Chinese A-share market," Research in International Business and Finance, Elsevier, vol. 75(C).
  55. Xu, Yongan & Liang, Chao & Li, Yan & Huynh, Toan L.D., 2022. "News sentiment and stock return: Evidence from managers’ news coverages," Finance Research Letters, Elsevier, vol. 48(C).
  56. Liu, Funing & Zhang, Xiaolin, 2025. "Multi-media textual information, COVID-19 sentiment and bond spread," Research in International Business and Finance, Elsevier, vol. 74(C).
  57. Giofré, Maela, 2022. "Foreign investment in times of COVID-19: How strong is the flight to advanced economies?," Journal of Multinational Financial Management, Elsevier, vol. 64(C).
  58. Chen, Zhongfei & Xie, Guanxia, 2022. "ESG disclosure and financial performance: Moderating role of ESG investors," International Review of Financial Analysis, Elsevier, vol. 83(C).
  59. Ding, Rui & Guo, Jintong & Zhang, Min, 2024. "Practice a poker face: Manager emotion and investor sentiment," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
  60. Wang, Lu & Ruan, Hang & Hong, Yanran & Luo, Keyu, 2023. "Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method," Research in International Business and Finance, Elsevier, vol. 64(C).
  61. Cerqueti, Roy & Ficcadenti, Valerio & Mattera, Raffaele, 2024. "Investors’ attention and network spillover for commodity market forecasting," Socio-Economic Planning Sciences, Elsevier, vol. 95(C).
  62. Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023. "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
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