Citations (32)
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Ahmed Bouteska & Mehdi Mili. (2023) The Role of Investor Sentiment and Valuation Uncertainty in the Changes around Analyst Recommendations: Evidence from U.S. Firms. Journal of Behavioral Finance 24:1, pages 73-96.
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Hilary Tinotenda Muguto, Lorraine Muguto, Azra Bhayat, Hawaa Ncalane, Kara Jasmine Jack, Saadia Abdullah, Thabile Siphesihle Nkosi & Paul-Francois Muzindutsi. (2022) The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange. Cogent Economics & Finance 10:1.
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Karam Kim, Doojin Ryu & Jinyoung Yu. (2022) Is a sentiment-based trading strategy profitable?. Investment Analysts Journal 51:2, pages 94-107.
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Heejin Yang. (2021) Investor sentiment and market dynamics: Evidence from index futures markets. Investment Analysts Journal 50:4, pages 258-272.
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Doowon Ryu, Doojin Ryu & Heejin Yang. (2020) Investor Sentiment, Market Competition, and Financial Crisis: Evidence from the Korean Stock Market. Emerging Markets Finance and Trade 56:8, pages 1804-1816.
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Doojin Ryu & Heejin Yang. (2020) Noise traders, mispricing, and price adjustments in derivatives markets. The European Journal of Finance 26:6, pages 480-499.
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Sagi Akron, Ender Demir & Roi D. Taussig. (2020) Real options and asymmetric volatility in light of the firm’s growth opportunities. Investment Analysts Journal 49:2, pages 105-117.
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Articles from other publishers (25)
Ahmed Bouteska, Taimur Sharif & Mohammad Zoynul Abedin. (2023)
Does investor sentiment create value for asset pricing? An empirical investigation of the
KOSPI
‐listed firms
. International Journal of Finance & Economics.
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Yemin Ding, Chin Lee & Mengqiu Lu. (2022) Does market sentiment push up China’s housing prices? An empirical study based on the data of 45 mainstream cities in China. Journal of Housing and the Built Environment 38:2, pages 1119-1147.
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Ooi Kok Loang & Zamri Ahmad. (2023) Empirical Analysis of Global Markets Herding on COVID-19 Effect. Vision: The Journal of Business Perspective, pages 097226292211466.
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Mehdi Mili, Asma Yahiya Al Amoodi & Hana Bawazir. (2023) The asymmetric effect of COVID-19 on investor sentiment: evidence from NARDL model. Review of Behavioral Finance.
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Qing Liu, Woon-Seek Lee, Minghao Huang & Qingjun Wu. (2023) Synergy between stock prices and investor sentiment in social media. Borsa Istanbul Review 23:1, pages 76-92.
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Sourav Prasad, Sabyasachi Mohapatra, Molla Ramizur Rahman & Amit Puniyani. (2022) Investor Sentiment Index: A Systematic Review. International Journal of Financial Studies 11:1, pages 6.
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Sangik Seok, Hoon Cho & Doojin Ryu. (2022) Scheduled macroeconomic news announcements and intraday market sentiment. The North American Journal of Economics and Finance 62, pages 101739.
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Yongsik Kim & Doojin Ryu. (2022) Firm-specific or market-wide information: How does analyst coverage influence stock price synchronicity?. Borsa Istanbul Review 22:6, pages 1069-1078.
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Hyuna Ham, Doojin Ryu & Robert I. Webb. (2022) The effects of overnight events on daytime trading sessions. International Review of Financial Analysis 83, pages 102228.
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Zhe Jiang, Lin Zhang, Lingling Zhang & Bo Wen. (2022) Investor sentiment and machine learning: Predicting the price of China's crude oil futures market. Energy 247, pages 123471.
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Zeeshan Ahmed, Shahid Rasool, Qasim Saleem, Mubashir Ali Khan & Shamsa Kanwal. (2022) Mediating Role of Risk Perception Between Behavioral Biases and Investor’s Investment Decisions. SAGE Open 12:2, pages 215824402210973.
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Oluwasegun B. Adekoya, Johnson A. Oliyide, Owais Saleem & Habeeb A. Adeoye. (2022) Asymmetric connectedness between Google-based investor attention and the fourth industrial revolution assets: The case of FinTech and Robotics & Artificial intelligence stocks. Technology in Society 68, pages 101925.
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Doojin Ryu & Jinyoung Yu. (2021) Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity. Journal of Futures Markets 42:1, pages 61-76.
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Xiaohong Shen, Gaoshan Wang & Yue Wang. (2021) The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. Discrete Dynamics in Nature and Society 2021, pages 1-14.
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Sang Ik Seok, Hoon Cho & Doojin Ryu. (2021) Stock Market’s responses to intraday investor sentiment. The North American Journal of Economics and Finance 58, pages 101516.
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Taufiq Choudhry, Gishan Dissanaike, Ranadeva Jayasekera, Woo-Young Kang & Matthias Nnadi. (2021) Loss sensitive investors and positively biased analysts in Hong Kong stock market. Review of Quantitative Finance and Accounting 57:4, pages 1345-1371.
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Karam Kim, Doojin Ryu & Heejin Yang. (2021) Information uncertainty, investor sentiment, and analyst reports. International Review of Financial Analysis 77, pages 101835.
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Elena Valentina Țilică. (2021) Financial Contagion Patterns in Individual Economic Sectors. The Day-of-the-Week Effect from the Polish, Russian and Romanian Markets. Journal of Risk and Financial Management 14:9, pages 442.
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Heejin Yang & Doowon Ryu. (2021) Investor Sentiment and Price Discrepancies between Common and Preferred Stocks in Korea. Sustainability 13:10, pages 5539.
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Doojin Ryu & Jinyoung Yu. (2021) Informed options trading around holidays. Journal of Futures Markets 41:5, pages 658-685.
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Karam Kim, Doojin Ryu & Jinyoung Yu. (2021) Do sentiment trades explain investor overconfidence around analyst recommendation revisions?. Research in International Business and Finance 56, pages 101376.
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Li Di, Mohammed Sharaf Shaiban & Akram Shavkatovich Hasanov. (2021) The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks. Pacific-Basin Finance Journal 66, pages 101509.
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Irina G. Gorlovskaya. (2020) Financial policy regarding the categorization of individual investors in Russia and the area of protecting their interests. Herald of Omsk University. Series: Economics 18:4, pages 19-35.
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Jinyoung Yu & Doojin Ryu. (2020) Effects of commodity exchange-traded note introductions: Adjustment for seasonality. Borsa Istanbul Review 20:3, pages 244-256.
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Sang Ik Seok, Hoon Cho, Chanhi Park & Doojin Ryu. (2019) Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. Sustainability 11:13, pages 3718.
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