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Aggregate Investment and Investor Sentiment

Citations

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Cited by:

  1. Zhao, Yan & Su, Kun, 2022. "Economic policy uncertainty and corporate financialization: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 82(C).
  2. Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2016. "Expectations and Investment," NBER Macroeconomics Annual, University of Chicago Press, vol. 30(1), pages 379-431.
  3. Schaal, Edouard & Taschereau-Dumouchel, Mathieu, 2023. "Herding through booms and busts," Journal of Economic Theory, Elsevier, vol. 210(C).
  4. Liu, Siqi & Yin, Chao & Zeng, Yeqin, 2021. "Abnormal investment and firm performance," International Review of Financial Analysis, Elsevier, vol. 78(C).
  5. Buss, Adrian & Dumas, Bernard & Uppal, Raman & Vilkov, Grigory, 2016. "The intended and unintended consequences of financial-market regulations: A general-equilibrium analysis," Journal of Monetary Economics, Elsevier, vol. 81(C), pages 25-43.
  6. Samuel YM Ze‐To, 2022. "Fundamental index aligned and excess market return predictability," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(3), pages 592-614, April.
  7. Li, Jun & Wang, Huijun & Yu, Jianfeng, 2018. "Aggregate Expected Investment Growth and Stock Market Returns," ADBI Working Papers 808, Asian Development Bank Institute.
  8. Shawn X. Huang & Sami Keskek & Juan Manuel Sanchez, 2022. "Investor Sentiment and Stock Option Vesting Terms," Management Science, INFORMS, vol. 68(1), pages 773-795, January.
  9. Anand, Abhinav & Basu, Sankarshan & Pathak, Jalaj & Thampy, Ashok, 2021. "The impact of sentiment on emerging stock markets," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 161-177.
  10. Phan, Thi Nha Truc & Bertrand, Philippe & Phan, Hong Hai & Vo, Xuan Vinh, 2023. "The role of investor behavior in emerging stock markets: Evidence from Vietnam," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 367-376.
  11. Gomes, Orlando, 2015. "Optimal resource allocation in a representative investor economy," Economic Modelling, Elsevier, vol. 50(C), pages 72-84.
  12. Im, Hyun Joong & Park, Heungju, 2020. "Lumpy investment and expected stock returns," Economics Letters, Elsevier, vol. 193(C).
  13. Emanuel Kopp, 2018. "Determinants of U.S. Business Investment," IMF Working Papers 2018/139, International Monetary Fund.
  14. Tan, Xiaoyu & Zhang, Zili & Zhao, Xuejun & Wang, Chengxiang, 2021. "Investor sentiment and limits of arbitrage: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 577-595.
  15. Vinay Goyal & Subrata K. Mitra, 2022. "Is the asymmetric impact of aggregate revenue and aggregate earnings on the stock index in accordance with the prospect theory?," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 200-222, March.
  16. Mahmoudi, Nader & Docherty, Paul & Melia, Adrian, 2022. "Firm-level investor sentiment and corporate announcement returns," Journal of Banking & Finance, Elsevier, vol. 144(C).
  17. Yuto Yoshinaga, 2016. "Market-Wide Cost of Capital Impacts on the Aggregate Earnings-Returns Relation: Evidence from Japan," The Japanese Accounting Review, Research Institute for Economics & Business Administration, Kobe University, vol. 6, pages 95-122, December.
  18. Chen, Haozhi & Zhang, Yue, 2023. "Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
  19. Shengfeng Li & Hafiz Hoque & Jia Liu, 2022. "Investor Sentiment and Firm Capital Structure," Working Papers 2022-01, Swansea University, School of Management.
  20. Sun, Lingxia & Lee, Dong Wook, 2019. "Dollar-weighted return on aggregate corporate sector: How is it distributed across countries?," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  21. Huang, Liangxiong & Ma, Minghui & Wang, Xianbin, 2022. "Clan culture and risk-taking of Chinese enterprises," China Economic Review, Elsevier, vol. 72(C).
  22. KhasadYahu ZarBabal & Jocelyn Evans, 2018. "Does wall street affect main street? examining potential spillovers from investor stock market sentiment to personal consumption expenditures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 293-314, April.
  23. Ball, Ray & Sadka, Gil, 2015. "Aggregate earnings and why they matter," Journal of Accounting Literature, Elsevier, vol. 34(C), pages 39-57.
  24. Langenmayr, Dominika Irma & Martin, Simmler, 2016. "Why the Current Tax Rate Tells You Little: Competing For Mobile and Immobile Firms," VfS Annual Conference 2016 (Augsburg): Demographic Change 145568, Verein für Socialpolitik / German Economic Association.
  25. Yao, Ting & Zhang, Yue-Jun & Ma, Chao-Qun, 2017. "How does investor attention affect international crude oil prices?," Applied Energy, Elsevier, vol. 205(C), pages 336-344.
  26. Urooj Khan & Suresh Nallareddy & Ethan Rouen, 2020. "The Role of Taxes in the Disconnect Between Corporate Performance and Economic Growth," Management Science, INFORMS, vol. 66(11), pages 5427-5447, November.
  27. Ryan Chahrour & Kristoffer Nimark & Stefan Pitschner, 2021. "Sectoral Media Focus and Aggregate Fluctuations," American Economic Review, American Economic Association, vol. 111(12), pages 3872-3922, December.
  28. Ren, Xiaohang & Xia, Xixia & Taghizadeh-Hesary, Farhad, 2023. "Uncertainty of uncertainty and corporate green innovation—Evidence from China," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 634-647.
  29. Makridis, Christos A. & Schloetzer, Jason D., 2023. "Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  30. Li, Shengfeng & Hoque, Hafiz & Liu, Jia, 2023. "Investor sentiment and firm capital structure," Journal of Corporate Finance, Elsevier, vol. 80(C).
  31. Heater, John C. & Nallareddy, Suresh & Venkatachalam, Mohan, 2021. "Aggregate accruals and market returns: The role of aggregate M&A activity," Journal of Accounting and Economics, Elsevier, vol. 72(2).
  32. Madalina Gabriela ANGHEL & Constantin ANGHELACHE & Emilia STANCIU & Marius POPOVICI, 2016. "The Substantiation of the Investment Decision," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(8), pages 94-103, August.
  33. de Mendonça, Helder Ferreira & de Oliveira, Diego S.P., 2019. "Firms' confidence and Okun's law in OECD countries," Economic Modelling, Elsevier, vol. 78(C), pages 98-107.
  34. Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2019. "Firm-specific investor sentiment and daily stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  35. Abdalla, Ahmed & Carabias, Jose M., 2022. "From accounting to economics: the role of aggregate special items in gauging the state of the economy," LSE Research Online Documents on Economics 108540, London School of Economics and Political Science, LSE Library.
  36. Ding Du & Ou Hu, 2020. "Why does stock-market investor sentiment influence corporate investment?," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1221-1246, May.
  37. Zhang, Hang & Tsai, Wei-Che & Weng, Pei-Shih & Tsai, Pin-Chieh, 2023. "Overnight returns and investor sentiment: Further evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
  38. Minhas Akbar & Ahsan Akbar & Muhammad Azeem Qureshi & Petra Poulova, 2021. "Sentiments–Risk Relationship across the Corporate Life Cycle: Evidence from an Emerging Market," Economies, MDPI, vol. 9(3), pages 1-17, August.
  39. Gang Chu & John W. Goodell & Dehua Shen & Yongjie Zhang, 2022. "Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction," Annals of Operations Research, Springer, vol. 318(1), pages 103-128, November.
  40. Baker, Steven D. & Hollifield, Burton & Osambela, Emilio, 2016. "Disagreement, speculation, and aggregate investment," Journal of Financial Economics, Elsevier, vol. 119(1), pages 210-225.
  41. Chue, Timothy K. & Xu, Jin Karen, 2022. "Profitability, asset investment, and aggregate stock returns," Journal of Banking & Finance, Elsevier, vol. 143(C).
  42. Gardini, Laura & Radi, Davide & Schmitt, Noemi & Sushko, Iryna & Westerhoff, Frank, 2023. "Sentiment-driven business cycle dynamics: An elementary macroeconomic model with animal spirits," Journal of Economic Behavior & Organization, Elsevier, vol. 210(C), pages 342-359.
  43. Chaohai Shen & Bingquan Fang & Xiaolan Zhou, 2022. "The Relationship between Corporate Sustainable Development Performance, Investor Sentiment, and Managerial Overconfidence," Sustainability, MDPI, vol. 14(17), pages 1-19, August.
  44. Pierre-Louis Vezina, 2017. "Resource discoveries and FDI bonanzas: An illustration from Mozambique," OxCarre Working Papers 199, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
  45. Pablo Pastory y Camarasa & Martien Lamers, 2023. "Do Actions Follow Words? How bank sentiment predicts credit growth," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 23/1073, Ghent University, Faculty of Economics and Business Administration.
  46. Danso, Albert & Lartey, Theophilus & Amankwah-Amoah, Joseph & Adomako, Samuel & Lu, Qinye & Uddin, Moshfique, 2019. "Market sentiment and firm investment decision-making," International Review of Financial Analysis, Elsevier, vol. 66(C).
  47. Dieckelmann, Daniel, 2021. "Market sentiment, financial fragility, and economic activity: The role of corporate securities issuance," Discussion Papers 2021/6, Free University Berlin, School of Business & Economics.
  48. Chen, Wen, 2021. "Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses," Journal of Financial Markets, Elsevier, vol. 55(C).
  49. Wu, Xi & Wang, Yudong, 2021. "How does corporate investment react to oil prices changes? Evidence from China," Energy Economics, Elsevier, vol. 97(C).
  50. Thorsten Lehnert, 2022. "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-18, December.
  51. Arif, Salman & Marshall, Nathan & Yohn, Teri Lombardi, 2016. "Understanding the relation between accruals and volatility: A real options-based investment approach," Journal of Accounting and Economics, Elsevier, vol. 62(1), pages 65-86.
  52. Hou, Yunfei & Hu, Changsheng, 2023. "Understanding the role of aggregate analyst attention in resolving stock market uncertainty," Finance Research Letters, Elsevier, vol. 57(C).
  53. Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019. "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, vol. 132(1), pages 126-149.
  54. Li, Jun & Wang, Huijun & Yu, Jianfeng, 2021. "Aggregate expected investment growth and stock market returns," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 618-638.
  55. Ahsan Habib & Mostafa Monzur Hasan, 2017. "Firm life cycle, corporate risk-taking and investor sentiment," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(2), pages 465-497, June.
  56. Urooj Khan & Suresh Nallareddy & Ethan Rouen, 2017. "The Role of Taxes in the Disconnect between Corporate Performance and Economic Growth," Harvard Business School Working Papers 18-006, Harvard Business School.
  57. Konstantinos D. Melas & Photis M. Panayides & Dimitris A. Tsouknidis, 2022. "Dynamic volatility spillovers and investor sentiment components across freight-shipping markets," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 24(2), pages 368-394, June.
  58. Sudeshna Ghosh, 2021. "Consumer Confidence and Consumer Spending in Brazil: A Nonlinear Autoregressive Distributed Lag Model Analysis," Arthaniti: Journal of Economic Theory and Practice, , vol. 20(1), pages 53-85, June.
  59. Constantin ANGHELACHE & Aurelian DIACONU & Emilia STANCIU, 2017. "Precaution Of Savings Under Uncertain Circumstances," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(2), pages 30-37, February.
  60. Pablo Castellanos García & Indalecio Pérez Díaz del Río & Jose Manuel Sanchez-Santos, 2014. "The role of confidence in the evolution of the Spanish economy: empirical evidence from an ARDL model," European Journal of Government and Economics, Europa Grande, vol. 3(2), pages 148-161, December.
  61. Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021. "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 451-477.
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