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Applied Economics Letters Volume 23, 2016 - Issue 18
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Original Articles

Bidirectional relationship between investor sentiment and excess returns: new evidence from the wavelet perspective

Martyna MarczakDepartment of Economics, University of Hohenheim, Stuttgart, GermanyCorrespondence[email protected]
&
Thomas BeissingerDepartment of Economics, University of Hohenheim, Stuttgart, Germany;IZA, Bonn, Germany
Pages 1305-1311 | Published online: 23 Mar 2016

Citations (9)

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Read on this site (2)

Xiaodong Liu, Bing Han & Luanfeng Li. (2023) Impact of Investor Sentiment on Portfolio. Emerging Markets Finance and Trade 59:3, pages 880-894.
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Mobeen Ur Rehman, Ibrahim D. Raheem, Abdel Razzaq Al Rababa’a, Nasir Ahmad & Xuan Vinh Vo. (2022) Reassessing the Predictability of the Investor Sentiments on US Stocks: The Role of Uncertainty and Risks. Journal of Behavioral Finance 0:0, pages 1-16.
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Articles from other publishers (7)

M. Rahila Begam, Manivannan Babu & M. M. Sulphey. (2023) Examining the Relationship Between Stock Returns and Investor Sentiments: The Moderating Effect of Weather Patterns. Vision: The Journal of Business Perspective.
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Byomakesh Debata, Kshitish Ghate & Jayashree Renganathan. (2021) COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market. Review of Behavioral Finance 15:2, pages 176-204.
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Ngoc Bao Vuong & Yoshihisa Suzuki. (2020) Does Fear has Stronger Impact than Confidence on Stock Returns? The Case of Asia-Pacific Developed Markets. Scientific Annals of Economics and Business 67:2, pages 157-175.
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Mouna Abdelhedi & Mouna Boujelbène-Abbes. (2019) Transmission of shocks between Chinese financial market and oil market. International Journal of Emerging Markets 15:2, pages 262-286.
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Angeliki Skoura. (2019) Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. Economies 7:2, pages 28.
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Saumya Ranjan Dash & Debasish Maitra. (2018) Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach. Finance Research Letters 26, pages 32-39.
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Yoshito Funashima. (2017) Time-varying leads and lags across frequencies using a continuous wavelet transform approach. Economic Modelling 60, pages 24-28.
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