La ricerca accademica sul Sentiment
La ricerca accademica sul Sentiment PDF  | Stampa |

Qui di seguito alcune delle principali pubblicazioni e ricerche sul sentiment elaborate negli ultimi anni dal mondo accademico:


Barberis, Nicholas/Shleifer, Andrei/Vishny, Robert (1998)

A model of investor sentiment - The Journal of Financial Economics


Baker, Malcolm/Wurgler, Jeffrey (2006)

Investor Sentiment and the Cross-Section of Stock Returns -  Journal of Finance


Bodurtha, James N./Dong-Soon, Kim/Lee, Charles M. C. (1995)

Closed-End Country Funds and U.S. Market Sentiment -  Review of Financial Studies

Brown, Gregory W./Cliff, Michael T. (2004)

Investor sentiment and the near-term stock market -  Journal of Empirical Finance

Brown, Gregory W./Cliff, Michael T. (2005)

Investor Sentiment and Asset Valuation -Journal of Business


Chan, Siu Y./Fong, Wai-Ming (2004)
Individual Investors´ Sentiment and Temporary Stock
Price Pressure -  Journal of Business Finance & Accounting


Chen, Nai-fu/Kan, Raymond/Miller, Merton H. (1993)
Are the Discounts on Closed-End
Funds a Sentiment Index? -  Journal of Finance


Clarke, Roger G./Statman, Meir (1988)
Bullish or Bearish? -  Financial Analysts Journal


Coval, Joshua D./Moskowitz, Tobias J. (1999)
Home Bias at Home: Local Equity Preference
in Domestic Portfolios -  Journal of Finance


DeBondt, Werner F.M./Thaler, Richard H. (1985)
Does the stock market overreact? -
Journal of Finance


DeLong, Bradford/Shleifer, Andrei/Summers, Lawrence H./Waldmann, Robert J. (1990)

Noise Trader Risk in Financial Markets -  Journal of Political Economy

DeLong, Bradford/Shleifer, Andrei (1992)
Closed End Fund Discounts: A Yardstick of
Small-Investor Sentiment -  Journal of Portfolio Management

Doukas, John A./Milonas, Nikolaos T. (2004)
Investor Sentiment and the Closed-end Fund
Puzzle: Out-of-Sample Evidence -  European Financial Management


Elton, Edwin J./Gruber, Martin J./A. Busse, Jeffrey (1998)

Do Investors Care about Sentiment? -  Journal of Business


Fisher, Kenneth L./Statman, Meir (2000)

Investor Sentiment and Stock Returns - Financial Analysts Journal


Hirshleifer, David/Shumway, Tyler (2003)
Good Day Sunshine: Stock Returns and the
Weather -  Journal of Finance


Kaniel, Ron/ Saar, Gideon/Titman, Sheridan (2006)

Individual Investor Sentiment and Stock Returns -  Johnson School Research Paper


Kilka, Michael/Weber, Martin (2000)

Home Bias in International Stock Return Expectations -Journal of Psychology and Financial Markets

Kumar, Alok/Lee, Charles M.C. (2006)
Retail Investor Sentiment and Return Comovements -
Journal of Finance


Lakonishok, Josef/Shleifer, Andrei/Vishny, Robert (1994)
Contrarian investment, extrapolation
and risk -  Journal of Finance

Lee, Charles M. C./Shleifer, Andrei/Thaler, Richard H. (1991)
Investor Sentiment and the
Closed-End Fund Puzzle - Journal of Finance

Lee, Wayne Y./Jiang Christine X./Indro, Daniel C. (2002)
Stock market volatility, excess
returns, and the role of investor sentiment -  Journal of Banking and Finance


Lo, Wen-Chen/Lin, Ku-Jun (2005)
A Review of the Effects of Investor Sentiment on
Financial Markets: Implication for Investors -  International Journal of Management


Neal, Robert/Wheatley, Simon M. (1998)
Do Measures of Investor Sentiment Predict
Returns? -  Journal of Financial and Quantitative Analysis

Odean, Terrance (1998)
Volume, Volatility, Price, and Profit When All Traders Are Above
Average -  Journal of Finance


Qiu, Lily/Welch, Ivo (2004)
Investor Sentiment Measures -  NBER Working Papers


Schmitz, Philipp/Glaser, Markus/Weber, Martin (2005)
Individual Investor Sentiment and
Stock Returns, What Do we Learn from Individual Warrant Traders? -Working Paper- University of Mannheim


Solt, Michael E./Statman, Meir (1988)

How Useful is the Sentiment Index? -Financial Analysts Journal

Wang, Changyun (2003)
Investor sentiment, market timing, and futures returns -Applied
Financial Economics

 

 

Link Internet:

 

The Journal of Financial Economics

Journal of Finance


Review of Financial Studies


Journal of Empirical Finance


Journal of Business

Journal of Business Finance & Accounting

Financial Analysts Journal

Journal of Portfolio Management


Journal of Political Economy


Johnson School Research Paper

Journal of Psychology and Financial Markets


Journal of Banking and Finance


International Journal of Management

Journal of Financial and Quantitative Analysis


NBER Working Papers

Working Paper- University of Mannheim

Applied Financial Economics

 

 
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