Citations (28)
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Nikolaos Antonakakis, Vassilios Babalos & Clement Kyei. (2016) Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test. Applied Economics 48:48, pages 4655-4665.
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Articles from other publishers (21)
Victor Song & Libo Xu. (2023) Do Monetary Policy Shocks Have Asymmetric Effects on Stock Market?. Open Economies Review 34:5, pages 1063-1078.
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Ahmed Bouteska, Taimur Sharif & Mohammad Zoynul Abedin. (2023)
Does investor sentiment create value for asset pricing? An empirical investigation of the
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Jinfang Li. (2020) The term structure effects of individual stock investor sentiment on excess returns. International Journal of Finance & Economics 26:2, pages 1695-1705.
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Olatunji Abdul Shobande & Oladimeji Tomiwa Shodipe. (2021) Monetary Policy Interdependency in Fisher Effect: A Comparative Evidence. Journal of Central Banking Theory and Practice 10:1, pages 203-226.
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Jun Hu, George J. Jiang & Guanzhong Pan. (2020) Market Reactions to Central Bank Interest Rate Changes: Evidence from the Chinese Stock Market*. Asia-Pacific Journal of Financial Studies 49:5, pages 803-831.
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Bin Gao & Xihua Liu. (2020) Intraday sentiment and market returns. International Review of Economics & Finance 69, pages 48-62.
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Liyun Zhou & Chunpeng Yang. (2019) Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns. Empirical Economics 59:1, pages 437-460.
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Xiyong Dong, Changhong Li & Seong-Min Yoon. (2020) Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. The North American Journal of Economics and Finance 52, pages 101111.
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Jinfang Li. (2019) Sentiment trading, informed trading and dynamic asset pricing. The North American Journal of Economics and Finance 47, pages 210-222.
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Jung Wan Lee & Tantatape Brahmasrene. (2018) An Exploration of Dynamical Relationships between Macroeconomic Variables and Stock Prices in Korea. The Journal of Asian Finance, Economics and Business 5:3, pages 7-17.
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Yajie Qi, Huajiao Li, Nairong Liu, Xiaoqing Hao & Qing Guan. (2018) Transmission characteristics of investor sentiment for energy stocks from the perspective of a complex network. Journal of Statistical Mechanics: Theory and Experiment 2018:7, pages 073401.
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Jinfang Li. (2017) Investor sentiment, heterogeneous agents and asset pricing model. The North American Journal of Economics and Finance 42, pages 504-512.
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