Bekiros, Stelios; Gupta, Rangan; Kyei,Clement

A non-linear approach for predicting stock returns andvolatility with the use of investor sentiment indices

2016

http://www.tandfonline.com/doi/abs/10.1080/00036846.2015.1130793

2016

Cahill, Daniel; Wee, Marvin; Yang,Joey

Media Sentiment and Trading Behaviour of Different TraderTypes Around Earnings Announcements

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2726032

2016

Does investor sentiment as conditioninginformation help to explain stock returns behaviour? A test of alternativeasset pricing models

Saumya Ranjan Dash

http://www.emeraldinsight.com/doi/pdfplus/10.1108/RBF-03-2014-0022

2016

Freybote, Julia; Seagraves, PhilipA.

Heterogeneous Investor Sentiment and Institutional RealEstate Investments

http://onlinelibrary.wiley.com/doi/10.1111/1540-6229.12132/pdf

2016

Investor Sentiment and Return Predictability of theOption to Stock Volume Ratio

Jun Sik Kim, Da-Hea Kim, Sung Won Seo

http://onlinelibrary.wiley.com/doi/10.1111/fima.12155/full

2016

Kumari, Jyoti; Mahakud, Jitendra

Investor Sentiment and Stock Market Volatility: Evidencefrom India

http://www.tandfonline.com/doi/abs/10.1080/10599231.2016.1166024

2015

Investor Sentiment and Stock MarketLiquidity

Shuming Liu

http://www.tandfonline.com/doi/abs/10.1080/15427560.2015.1000334

2015

Marczak, Martyna; Beissinger,Thomas

Bidirectional relationship between investor sentiment andexcess returns: new evidence from the wavelet perspective

http://www.tandfonline.com/doi/abs/10.1080/13504851.2016.1153782