- Investor Sentiment and the Cross|Section of Stock Returns🔍
- Investor Sentiment and the Cross‐Section of Stock Returns🔍
- Investor Sentiment and the Cross Section of Stock Returns🔍
- Investor sentiment and the cross|section of stock returns🔍
- How Does Investor Sentiment Affect the Cross|Section of Returns🔍
- Investor Sentiment in the Stock Market🔍
- Investor sentiment and stock returns🔍
- Investor sentiment🔍
Investor Sentiment and the Cross|Section of Stock Returns
Investor Sentiment and the Cross-Section of Stock Returns
of Stock Returns. MALCOLM BAKER and JEFFREY WURGLER. ∗. ABSTRACT. We study how investor sentiment affects the cross-section of stock returns. We pre- dict that ...
Investor Sentiment and the Cross‐Section of Stock Returns - 2006
We study how investor sentiment affects the cross-section of stock returns. We predict that a wave of investor sentiment has larger effects ...
Investor Sentiment and the Cross Section of Stock Returns
Theory predicts that a broad wave of sentiment will disproportionately affect stocks whose valuations are highly subjective and are difficult to arbitrage. We ...
Investor Sentiment and the Cross-Section of Stock Returns
We study how investor sentiment affects the cross-section of stock returns. We predict that a wave of investor sentiment has larger effects on securities ...
Investor sentiment and the cross-section of stock returns: new theory ...
Unlike DSSW, the two components in our model have cross-sectional implications. When the long-run sentiment remains the same and the short-run ...
Investor Sentiment and the Cross-Section of Stock Returns
We examine how investor sentiment affects the cross-section of stock returns. Theory predicts that a broad wave of sentiment will disproportionately affect ...
Investor sentiment and the cross-section of stock returns
"We examine how investor sentiment affects the cross-section of stock returns. Theory predicts that a broad wave of sentiment will disproportionately affect ...
Investor Sentiment and the Cross‐Section of Stock Returns
Abstract. We study how investor sentiment affects the cross‐section of stock returns. We predict that a wave of investor sentiment has larger effects on ...
(PDF) Investor sentiment and the cross-section of stock returns
Investor sentiment and the cross-section of stock returns:… ... that are constructed from BE/ME, EF/A, and GS. ... other hand, as high growth firms ...
Investor Sentiment and the Cross‐Section of Stock Returns
By Malcolm Baker and Jeffrey Wurgler; Abstract: We study how investor sentiment affects the cross‐section of stock returns. We predict that a wave of ...
How Does Investor Sentiment Affect the Cross-Section of Returns
When sentiment is high, the aforementioned categories of stocks earn relatively lower subsequent returns. Keywords. Volatility; Behavioral Finance; Stocks; ...
Investor Sentiment in the Stock Market - NYU Stern
2006,. “Investor Sentiment and the Cross-Section of. Stock Returns,” Journal of Finance, 61(4): 1645–80. Barber, Brad M., Odean, Terrance, and Zhu,. Ning. 2006 ...
Equity Investments • 49 www.cfapubs.org. Investor Sentiment and the Cross-Section of. Stock Returns. Malcolm Baker and Jeffrey Wurgler. Journal of Finance vol ...
Investor sentiment and stock returns: New evidence from Chinese ...
... investor sentiment affects investors' views on stock returns. The investor ... Cakici et al. Liquidity and the cross-section of international stock return ...
Investor Sentiment and the Cross-Section of Stock Returns - Ex Libris
We study how investor sentiment affects the cross-section of stock returns. We predict that a wave of investor sentiment has larger effects on securities ...
Investor sentiment and the cross-section of stock returns - -ORCA
Our model formally demonstrates that market-wide sentiment leads to relatively higher contemporaneous returns and lower subsequent returns for stocks that are ...
Investor sentiment, cross-sectional stock returns, and short-sales
Purpose: This study investigates the return co-movements associated with investor sentiment shifts in the cross-sections under a setting where market-wide ...
Investor Sentiment and the Cross-Section of Stock Returns
of Stock Returns. MALCOLM BAKER and JEFFREY WURGLER. ∗. ABSTRACT. We study how investor sentiment affects the cross-section of stock returns. We pre- dict that ...
Investor sentiment and stock returns: Global evidence - ScienceDirect
Individual stock markets reveal heterogeneity in the sentiment-return relationship. This heterogeneity can be explained by cross-market differences in culture ...
Investor Sentiment and the (Discretionary) Accrual-return Relation
Discretionary accruals are positively associated with stock returns at the ag- gregate level but negatively so in the cross section. Using Baker-Wurgler ...