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Sentiment hedging: How hedge funds adjust their exposure to market sentiment

Citations

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Cited by:

  1. Zhu, Xuehong & Niu, Zibo & Zhang, Hongwei & Huang, Jiaxin & Zuo, Xuguang, 2022. "Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach," Resources Policy, Elsevier, vol. 79(C).
  2. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021. "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 365-391.
  3. Prajwal Eachempati & Praveen Ranjan Srivastava, 2021. "Accounting for unadjusted news sentiment for asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 13(3), pages 383-422, May.
  4. Zheng, Yao & Osmer, Eric & Bai, Yidan, 2021. "Timing market confidence in the Chinese domestic security market," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 298-311.
  5. Zheng, Yao & Osmer, Eric & Zu, Dingding, 2024. "Timing sentiment with style: Evidence from mutual funds," Journal of Banking & Finance, Elsevier, vol. 164(C).
  6. Soumaya Ben Khelife & Christian Urom & Khaled Guesmi & Ramzi Benkraiem, 2022. "American hedge funds industry, market timing and COVID-19 crisis," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 390-399, September.
  7. Yang, Chunpeng & Hu, Xiaoyi, 2021. "Individual stock sentiment beta and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
  8. Yao Zheng & Eric Osmer & Liancun Zheng, 2020. "Can mutual funds time investor sentiment?," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1449-1486, May.
  9. Zheng, Yao & Osmer, Eric & Zu, Dingding, 2026. "Timing commonality in stock market misvaluation – Evidence from hedge funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 105(C).
  10. Xu, Shaojun, 2023. "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, vol. 86(C).
  11. Xin Wang & Maurice Vergeer, 2024. "Effect of Social Media Posts on Stock Market During COVID-19 Infodemic: An Agenda Diffusion Approach," SAGE Open, , vol. 14(1), pages 21582440241, January.
  12. 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).
  13. Ma, Tianyi & Li, Baibing & Tee, Kai-Hong, 2022. "Mispricing chasing and hedge fund returns," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 34-49.
  14. Islam, Mohd. Anisul, 2021. "Investor sentiment in the equity market and investments in corporate-bond funds," International Review of Financial Analysis, Elsevier, vol. 78(C).
  15. 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.
  16. Jian Wang & Yanhuang Huang & Hongrui Feng & Jun Yang, 2023. "The effect of customer concentration on stock sentiment risk," Review of Quantitative Finance and Accounting, Springer, vol. 60(2), pages 565-606, February.
  17. Ma, Tianyi & Tee, Kai-Hong & Li, Baibing, 2022. "Timing the volatility risk of beta anomaly: Evidence from hedge fund strategies," International Review of Financial Analysis, Elsevier, vol. 81(C).
  18. Shinichi Hirota & Takao Kusakawa & Tatsuyoshi Saijo & Yasuhiko Tanigawa, 2024. "Informed traders, beauty contest and stock price volatility: Evidence from laboratory markets," Pacific Economic Review, Wiley Blackwell, vol. 29(3), pages 354-396, August.
  19. Fuwei Jiang & Yumin Liu & Lingchao Meng & Huajing Zhang, 2025. "Deep learning, textual sentiment, and financial market," Information Technology and Management, Springer, vol. 26(4), pages 441-465, December.
  20. Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2025. "How does the smart money feel? Hedge fund sentiment, returns, and the business cycle," Journal of Behavioral and Experimental Finance, Elsevier, vol. 47(C).
  21. Kooli, Maher & Zhang, Min, 2026. "Hedge funds and sentiment-induced overpricing: Arbitrageurs or speculators?," Research in International Business and Finance, Elsevier, vol. 81(C).
  22. Zheng, Yao & Osmer, Eric & Zheng, Liancun, 2021. "Can mutual fund managers time commonality in stock market misvaluation?," Journal of Economics and Business, Elsevier, vol. 117(C).
  23. Lambert, Marie & Platania, Federico, 2020. "The macroeconomic drivers in hedge fund beta management," Economic Modelling, Elsevier, vol. 91(C), pages 65-80.
  24. Wu, Fenglin & Shi, Yongdong & Xiong, Xiong & Li, Yanshuang & Dong, Zibing, 2024. "Benefiting from the frightened herd: Dynamic asset allocation amid panic sentiment," Economics Letters, Elsevier, vol. 245(C).
  25. Ma, Tianyi & Zhou, Xuting, 2024. "Geopolitical risk hedging or timing: Evidence from hedge fund strategies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  26. Jun-Hao Li & Chun-Fan You & Chin-Sheng Huang, 2020. "Do Mutual Fund Managers Time Market Sentiment?," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(5), pages 527-537, October.
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