La ricerca accademica sul Sentiment

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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