We explore the predictive relation between high-frequency investor sentiment and stock
market returns. Our results are based on a proprietary dataset of high-frequency investor …

Despite a well-documented, positive relationship between trading volume and price
changes of financial assets in equity markets, mixed results are reported

In this article, we investigate possible lead and lag relationship in returns and volatilities
between cash and futures markets in Korea. Utilizing intraday data from the newly established …

The authors explore the interaction between media content and market returns and volatility.
They utilize propriety investor sentiment measures developed by Thompson Reuters …

This paper investigates the intra‐industry effects of earnings restatements due to accounting
irregularities. We detect a significant contagion effect for rival firms whose cash flow …

The relaxation of security laws and regulations in emerging markets in the Middle East and
North Africa (MENA) provides abundant opportunities for foreign investors. These markets …

Despite the well known importance of volatility–volume relationship, there is a paucity of
research on this topic in emerging markets. We attempt to partially fill this gap by investigating …

This study examines the relationship between operational efficiency (OE) and stock price
crash risk (SPCR). While high OE is arguably associated with better firm performance, it also …

The study examines the relative ability of various models to forecast daily stock index
futures volatility. The forecasting models that are employed range from naïve models to the …

Purpose Emotion plays a significant role in both institutional and individual investors’
decision-making process. Emotions affect the perception of risk and the assessment of monetary …