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Sourav Prasad, Sabyasachi Mohapatra, Molla Ramizur Rahman and Amit Puniyani
The Investor Sentiment Index (ISI) is widely regarded as a useful measure to gauge the overall mood of the market. Investor panic may result in contagion, causing failure in financial markets. Market participants widely use the ISI indicator to understan...
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Bayram Veli Salur and Cumhur Ekinci
We examine whether investor sentiment can explain anomalies such as size and book-to-market in the US stock market. Differently from the literature, we test combination portfolios (portfolios formed on more than one factor such as size, book-to-market ra...
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Sini?a Bogdan, Natali Brmalj and Elvis Mujacevic
This research addresses the impact of individual investors on the cryptocurrency market, focusing specifically on the development of herd behavior. Although the phenomenon of herd behavior has been studied extensively in the stock market, it has received...
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Serkan Karadas, Jorida Papakroni and Minh Tam Tammy Schlosky
This study examines the relationship between corporate managers? political ideology and corporate leverage policies conditional on investor sentiment. Based on a minimum of 21,884 observations over the 1992?2008 period, the authors show that Republican m...
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Stefan Claus and Massimo Stella
The ability to spot key ideas, trends, and relationships between them in documents is key to financial services, such as banks and insurers. Identifying patterns across vast amounts of domain-specific reports is crucial for devising efficient and targete...
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Hashmat Ali,Zulfiqar Ali Menon,Ajab Khan,Muhammad Muddassar Khan,Imad Ali,Khan Baz,Muhammad Arif,Manzoor Hussain,Waqar Jalal
Pág. 139 - 148
Motivated by the previous literature on investor sentiment and assuming that terrorist activities affect investor mood, this study attempts to address the psychological impact of terrorism for investors in Pakistan stock market. Apart from a direct econo...
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Ki-Hong Choi and Seong-Min Yoon
This paper investigates herding behavior and the connection between herding behavior and investor sentiment. We apply a Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the KOSPI and KOS...
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Mariem Talbi,Amel Ben Halima
Pág. 163 - 174
This paper contributes to a growing body of literature studying investor sentiment. Sentiment measures for USA investors are constructed from commonly cited sentiment indicators using the first principle component method. We then examine if the investor ...
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Pei En Lee
Pág. 119 - 124
In Taiwan stock market, most participants are individual investors. Thus, the objective of this empirical study is to explore whether the investor sentiment and investor behavior have considerably influence on the stock return. The study tries to search ...
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Rama Krishna Yelamanchili
Pág. 109 - 114
This paper aims to study predictive ability of consumer sentiment of individual stocks. We consider two proxies for sentiment. One is explicit (Index of Consumer Sentiment, ICS), second is implicit (Broad Market Indicator, S&PBSE500) and we pick 50 stock...
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