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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