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Applied Economics Letters Volume 24, 2017 - Issue 12
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Original Articles

Investor sentiment, trading behavior and stock returns

Doojin RyuCollege of Economics, Sungkyunkwan University, Seoul, KoreaView further author information
,
Hyeyoen KimCollege of Business & Economics, Chung-Ang University, Seoul, KoreaView further author information
&
Heejin YangCollege of Economics, Sungkyunkwan University, Seoul, KoreaCorrespondence[email protected]
View further author information
Pages 826-830 | Published online: 24 Nov 2016

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Augustine Tarkom & Lukai Yang. (2023) Investor Sentiment and Cash Conversion Cycle: The Mediating Role of Macroeconomic, Financial, and Real Activity Uncertainties. Journal of Behavioral Finance 0:0, pages 1-13.
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Zhida Zhang, Runqiu Chen & Qi Luo. (2023) Firm-specific investor sentiment, stock price synchronicity, and crash risk. Applied Economics Letters 30:4, pages 450-455.
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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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Umar Farooq, Adeel Nasir, Bilal & Muhammad Farhan Bashir. (2022) The COVID-19 pandemic and stock market performance of transportation and travel services firms: a cross-country study. Economic Research-Ekonomska Istraživanja 35:1, pages 6867-6883.
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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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Yongsuk Yun & Hyun Ah Kim. (2022) High investor sentiment and initial engagement discounts: evidence from Korea. Applied Economics 54:8, pages 959-973.
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Pedro Manuel Nogueira Reis & Carlos Pinho. (2021) A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. Journal of Behavioral Finance 22:4, pages 420-442.
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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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Karam Kim, Doojin Ryu & Heejin Yang. (2019) Investor sentiment, stock returns, and analyst recommendation changes: The KOSPI stock market. Investment Analysts Journal 48:2, pages 89-101.
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Heejin Yang, Doojin Ryu & Doowon Ryu. (2018) Market Reform and Efficiency: The Case of KOSPI200 Options. Emerging Markets Finance and Trade 54:12, pages 2687-2697.
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Hyung-Suk Choi, Doojin Ryu & Heejin Yang. (2018) International transmission of risk factor movements: The case of developed markets. Investment Analysts Journal 47:2, pages 111-126.
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Heejin Yang, Doojin Ryu & Doowon Ryu. (2017) Investor sentiment, asset returns and firm characteristics: Evidence from the Korean Stock Market. Investment Analysts Journal 46:2, pages 132-147.
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karam kim, Doojin Ryu & Heejin Yang. (2019) Investor Sentiment, Stock Returns, and Analyst Recommendation Changes. SSRN Electronic Journal.
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