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Sentiment-prone investors and volatility dynamics between spot and futures markets. (2015). Ferrer, Elena ; Santamaria, Rafael ; Corredor, Pilar .
In: International Review of Economics & Finance.
RePEc:eee:reveco:v:35:y:2015:i:c:p:180-196.

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  1. Volatility forecasting revisited using Markov?switching with time?varying probability transition. (2022). Chen, Zhonglu ; Liang, Chao ; Ma, Feng ; Wang, Jiqian.
    In: International Journal of Finance & Economics.
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  2. Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis?. (2022). Ayub, Usman ; Shafique, Attayah ; Noreen, Umara ; Saeed, Syed Kashif.
    In: Risks.
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  3. Investor sentiment and limits of arbitrage: Evidence from Chinese stock market. (2021). Wang, Chengxiang ; Zhao, Xuejun ; Zhang, Zili ; Tan, Xiaoyu.
    In: International Review of Economics & Finance.
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  4. Investor Sentiment and Speculative Bond Yield Spreads. (2019). Beyazit, Onal Yildirim ; Yilmaz, Kandir Serkan ; Gozde, Turkmen Muldur.
    In: Foundations of Management.
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  5. The role of sentiment and stock characteristics in the translation of analysts’ forecasts into recommendations. (2019). Santamaria, Rafael ; Ferrer, Elena ; Corredor, Pilar.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:49:y:2019:i:c:p:252-272.

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  6. .

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  7. Investor sentiment and evaporating liquidity during the financial crisis. (2018). Chiu, Junmao ; Wu, Chih-Chiang ; Ho, Keng-Yu ; Chung, Huimin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:21-36.

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  8. The overconfident trading behavior of individual versus institutional investors. (2016). Liu, Hsiang-Hsi ; Chen, Yu-Hao ; Huang, Jih-Jeng .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:45:y:2016:i:c:p:518-539.

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References

References cited by this document

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  54. Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk. (2006). Spiegel, Matthew ; Wang, Xiaotong .
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  57. Endogenous liquidity in emerging markets. (2005). Redding, Lee.
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  59. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
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  60. Behavioral Corporate Finance: A Survey. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Ruback, Richard S..
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  61. Pseudo Market Timing and Predictive Regressions. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Taliaferro, Ryan.
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  62. A Model of Stochastic Liquidity. (2003). Watanabe, Masahiro.
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