Works matching DE "MARKET sentiment"

Results: 718

The non-linear ESG premium.

Published in:

Quantitative Finance, 2025, v. 25, n. 5, p. 817, doi. 10.1080/14697688.2025.2492794

By:

Yang, Runfeng;
Jimenez-Martin, Juan-Angel;
Caporin, Massimiliano

Publication type:

Article

An early-warning risk signals framework to capture systematic risk in financial markets.

Published in:

Quantitative Finance, 2025, v. 25, n. 5, p. 757, doi. 10.1080/14697688.2025.2482637

By:

Ciciretti, Vito;
Nandy, Monomita;
Pallotta, Alberto;
Lodh, Suman;
Senyo, P. K.;
Kartasova, Jekaterina

Publication type:

Article

The Impact of Disturbances on the US Stock Market's Spread and Investor Sentiment Through the Perspective of Risk Management.

Published in:

Management Dynamics in the Knowledge Economy, 2023, v. 11, n. 1, p. 84, doi. 10.2478/mdke-2023-0006

By:

Zwak-Cantoriu, Maria-Cristina;
Anghel, Lucian Claudiu;
Ermiş, Simona

Publication type:

Article

Deciphering news sentiment and stock price relationships in Indonesian companies: an AI-based exploration of industry affiliation and news co-occurrence.

Published in:

Discover Artificial Intelligence, 2025, v. 5, n. 1, p. 1, doi. 10.1007/s44163-025-00350-5

By:

Alamsyah, Andry;
Ramadhani, Dian Puteri;
Kristanti, Farida Titik;
Nasution, Arbi Haza;
Mohamad, Mohd Sham bin;
Sokkalingam, Rajalingam;
Widiyanesti, Sri;
Saputra, Muhammad Apriandito Arya

Publication type:

Article

Quantile connectedness between China's new energy market and other key financial markets.

Published in:

Applied Economics, 2025, v. 57, n. 26, p. 3525, doi. 10.1080/00036846.2024.2337804

By:

Shi, Feng;
Xiong, Hongjun;
Ji, Ming

Publication type:

Article

U.S. Investor Sentiment and Financial Contagion in the Americas: Lessons From the U.S. Financial Crisis.

Published in:

Journal of Applied Business & Economics, 2025, v. 27, n. 2, p. 264

By:

Andres Rodriguez-Nieto, Juan

Publication type:

Article

When the Material Information Is Not 'Material': The Dynamics of Disclosure Under China's Zero-Covid Policy.

Published in:

Journal of Accounting Review, 2025, v. 80, p. 153, doi. 10.6552/JOAR.202501_(80).0004

By:

Hsiu-Wei Chang;
Pang-Yu Wang;
Jian-Wei Yu

Publication type:

Article

A News Sentiment Index and Its Asymmetric Effect on Market Liquidity for the Chinese Stock Market.

Published in:

Emerging Markets Finance & Trade, 2025, v. 61, n. 10, p. 3128, doi. 10.1080/1540496X.2025.2474720

By:

Wang, Zhenxin;
Gao, Da;
Wang, Xinyu;
Wang, Shaoping

Publication type:

Article

العلاقة بين التحفظ المحاسبي وميول المستثمرين.

Published in:

Gharee for Economics & Administration Sciences, 2024, v. 20, n. 4, p. 96, doi. 10.36325/ghjec.v20i4.17187

By:

كرار سليم عبد الز
محمد سعد علي

Publication type:

Article

A Pretrained Spatio-Temporal Hypergraph Transformer for Multi-Stock Trend Forecasting.

Published in:

Mathematics (2227-7390), 2025, v. 13, n. 10, p. 1565, doi. 10.3390/math13101565

By:

Wu, Yuchen;
Xie, Liang;
Wan, Hongyang;
Xu, Haijiao

Publication type:

Article

Intraday and Post-Market Investor Sentiment for Stock Price Prediction: A Deep Learning Framework with Explainability and Quantitative Trading Strategy.

Published in:

Systems, 2025, v. 13, n. 5, p. 390, doi. 10.3390/systems13050390

By:

Sun, Guowei;
Li, Yong

Publication type:

Article

Historical Perspectives in Volatility Forecasting Methods with Machine Learning.

Published in:

Risks, 2025, v. 13, n. 5, p. 98, doi. 10.3390/risks13050098

By:

Qiu, Zhiang;
Kownatzki, Clemens;
Scalzo, Fabien;
Cha, Eun Sang

Publication type:

Article

Management's Communication Style When Disclosing Material Weaknesses in Internal Control.

Published in:

Accounting Horizons, 2025, v. 39, n. 2, p. 59, doi. 10.2308/HORIZONS-2023-007

By:

Brazel, Joseph F.;
Starliper, Matthew;
Yu, Yao

Publication type:

Article

Investigating the impact of investor attention on AI-based stocks: A comprehensive analysis using quantile regression, GARCH, and ARIMA models.

Published in:

PLoS ONE, 2025, v. 20, n. 5, p. 1, doi. 10.1371/journal.pone.0324450

By:

Ravichandran, Sweena;
Afjal, Mohd

Publication type:

Article

INVESTORS' REACTION TO FINANCIAL REPORTING - EMPIRICAL STUDIES ON PRICE VOLATILITY ON THE BUCHAREST STOCK EXCHANGE.

Published in:

Acta Marisiensis. Seria Oeconomica, 2023, v. 17, n. 1, p. 47, doi. 10.2478/amso-2023-0004

By:

SPĂTĂCEAN, Ioan Ovidiu;
HERȚEG, Maria Cristina

Publication type:

Article

Analysis of The Impact of Risks in The Turkish Banking Sector on Investor Behavior.

Published in:

Current Perspectives in Social Sciences, 2024, v. 28, n. 4, p. 601, doi. 10.53487/atasobed.1421618

By:

AKYOL, Hikmet;
BAŞAR, Selim

Publication type:

Article

بررسی نقش تعدیل‌گر فرصت رشد و سودآوری شرکت بر ارتباط ارزشی احساس ریسک گزارش‌های سالانه با رویکرد پویا.

Published in:

Journal of Monetary & Financial Economics / Iqtiṣād-i Pūlī, Mālī, 2023, v. 30, n. 25, p. 261, doi. 10.22067/mfe.2023.78922.1236

By:

اکرم تفتیان;
مجید سرایانی

Publication type:

Article

SHIFTING THE RELATIONSHIP BETWEEN MARKET SENTIMENT, MARKET VOLUME, TRADING VOLUME AND VOLATILITY ON THE INDONESIA STOCK EXCHANGE APPROACH MODEL VECTOR AUTOREGRESSION.

Published in:

Eduvest: Journal Of Universal Studies, 2025, v. 5, n. 4, p. 3832, doi. 10.59188/eduvest.v5i4.34659

By:

Mariyani, Dede;
Hariyanti;
Kalista, Anggian

Publication type:

Article

Investor Sentiment and the Likelihood of Fraudulent Financial Reporting in Petroleum and Petrochemical Industries: the Moderating Role of Risk Disclosure.

Published in:

Petroleum Business Review (PBR), 2023, v. 7, n. 4, p. 1, doi. 10.22050/pbr.2023.385052.1290

By:

Ramsheh, Manijeh;
Arefmanesh, Zohreh;
Rostami, Roghie;
Khastar, Zohreh

Publication type:

Article

Global Investing Sentiment and Social Interaction During COVID Outbreak.

Published in:

Review of Professional Management, 2022, v. 20, n. 1, p. 59, doi. 10.1177/09728686221099284

By:

Keshari, Aditya;
Gautam, Amit

Publication type:

Article

How does investor sentiment affect stock market crash risk? Evidence from Asia-Pacific markets.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2422959

By:

Nguyen, An Tuan;
Nguyen, Nhung Thi

Publication type:

Article

Navigating volatility spillover amidst investor extreme fear in stablecoin and financial markets.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2408276

By:

Ti, Alicia;
Husodo, Zaäfri Ananto

Publication type:

Article

The role of centralization index in identifying momentum stage of stocks: empirical evidence from investor networks.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2348540

By:

Liu, Wen-Rang

Publication type:

Article

Does foreign portfolio investment moderate the impact of exchange rate volatility and investor sentiment on country index crash risk?

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2305481

By:

Kustina, Lisa;
Sudarsono, Rachmat;
Effendi, Nury

Publication type:

Article

Does investor sentiment affect the Indian stock market? Evidence from Nifty 500 and other selected sectoral indices.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2303896

By:

Kamath, Aditi N.;
Shenoy, Sandeep S.;
Abhilash, Abhilash;
Kumar N, Subrahmanya

Publication type:

Article

Nexus between cryptocurrencies and global uncertainty: A quantile regression approach.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2282809

By:

Woode, John Kingsley;
Owusu Junior, Peterson;
Adam, Anokye M.;
Assifuah-Nunoo, Emmanuel;
Adjei, Audrey Foriwaa

Publication type:

Article

The impact of financial accounting disclosures on investors' reactions towards bad news: The moderating role of investors' sentiments.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2228087

By:

Mustafa Hussain, Shatha;
Alaya, Amer;
Azizi, Thana A.

Publication type:

Article

The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2158007

By:

Muguto, Hilary Tinotenda;
Muguto, Lorraine;
Bhayat, Azra;
Ncalane, Hawaa;
Jack, Kara Jasmine;
Abdullah, Saadia;
Nkosi, Thabile Siphesihle;
Muzindutsi, Paul-Francois

Publication type:

Article

Asymmetric response of Investor sentiment to Economic Policy Uncertainty, interest rates and oil price uncertainty: Evidence from OECD countries.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2151113

By:

Guenich, Hassen;
Hamdi, Khalfaoui;
Chouaibi, Néjib

Publication type:

Article

Bank return heterogeneity, do governance, sentiment, and uncertainty matter?

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2150133

By:

Shah, Syed Faisal;
Albaity, Mohamed

Publication type:

Article

How fears index and liquidity affect returns of ivol puzzle before and during the Covid-19 pandemic.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2022.2114175

By:

Duong, Khoa Dang;
Tran, Man Minh;
Nguyen, Diep Van;
Le, Hoa Thanh Phan

Publication type:

Article

Can google search volume index predict the returns and trading volumes of stocks in a retail investor dominant market.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2014640

By:

Lai, Huei-Hwa;
Chang, Tzu-Pu;
Hu, Cheng-Han;
Chou, Po-Ching

Publication type:

Article

Catering incentives, sentiment investor, and dividend policy in six ASEAN countries.

Published in:

Cogent Business & Management, 2023, v. 10, n. 3, p. 1, doi. 10.1080/23311975.2023.2278243

By:

Nuansari, Shindy Dwita;
Tandelilin, Eduardus;
Setiyono, Bowo;
Junarsin, Eddy

Publication type:

Article

The policy response to COVID‐19 pandemic and its impact on the equity market sentiment: The Indian experience.

Published in:

Journal of Public Affairs (14723891), 2023, v. 23, n. 1, p. 1, doi. 10.1002/pa.2823

By:

Bhattacharjee, Nayanjyoti;
De, Anupam

Publication type:

Article

Does media coverage matter for the performance of technical trading strategies? Evidence from Taiwan.

Published in:

Portuguese Economic Journal, 2024, v. 23, n. 1, p. 147, doi. 10.1007/s10258-022-00231-0

By:

Wu, Yao-Tsung;
Liu, Chien-Hung;
Lin, Kuo-Hao;
Ke, Dun-Yao

Publication type:

Article

Stock market reaction to the COVID-19 pandemic: an event study.

Published in:

Portuguese Economic Journal, 2024, v. 23, n. 1, p. 167, doi. 10.1007/s10258-022-00227-w

By:

Ji, Xiuping;
Bu, Naipeng;
Zheng, Chen;
Xiao, Honggen;
Liu, Caixia;
Chen, Xuesheng;
Wang, Kangping

Publication type:

Article

Investigation of the relationship between number of tweets and USDTRY exchange rate with wavelet coherence and transfer entropy analysis.

Published in:

Financial Innovation, 2025, v. 11, n. 1, p. 1, doi. 10.1186/s40854-024-00710-7

By:

Karatas, Cengiz;
Tuysuz, Sukriye;
Kucuklerli, Kazim Berk;
Ulusoy, Veysel

Publication type:

Article

Impact of implicit government guarantee on the credit spread of urban construction investment bonds.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00722-3

By:

Chen, Rongda;
Li, Han;
Tang, Xuhui;
Jin, Chenglu;
Zhang, Shuonan;
Zhang, Xinyu

Publication type:

Article

Herding and investor sentiment after the cryptocurrency crash: evidence from Twitter and natural language processing.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00663-x

By:

Cary, Michael

Publication type:

Article

Stock return prediction with multiple measures using neural network models.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00608-w

By:

Wang, Cong

Publication type:

Article

Google search volume index and investor attention in stock market: a systematic review.

Published in:

2024

By:

Ayala, María José;
Gonzálvez-Gallego, Nicolás;
Arteaga-Sánchez, Rocío

Publication type:

Literature Review

Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-024-00639-x

By:

Zhang, Pengcheng;
Xu, Kunpeng;
Huang, Jian;
Qi, Jiayin

Publication type:

Article

On the robust drivers of cryptocurrency liquidity: the case of Bitcoin.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00598-9

By:

Ahmed, Walid M. A.

Publication type:

Article

On the robust drivers of cryptocurrency liquidity: the case of Bitcoin.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00598-9

By:

Ahmed, Walid M. A.

Publication type:

Article

The game of lies by stock investors in social media: a study based on city lockdowns in China.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00587-y

By:

Liu, Qing;
Son, Hosung;
Lee, Woon-Seek

Publication type:

Article

Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00592-1

By:

Maghyereh, Aktham;
Ziadat, Salem Adel

Publication type:

Article

An interval constraint-based trading strategy with social sentiment for the stock market.

Published in:

Financial Innovation, 2024, v. 10, p. 1, doi. 10.1186/s40854-023-00567-2

By:

Li, Mingchen;
Yang, Kun;
Lin, Wencan;
Wei, Yunjie;
Wang, Shouyang

Publication type:

Article

Salience theory value spillovers between China's systemically important banks: evidence from quantile connectedness.

Published in:

Financial Innovation, 2024, v. 10, n. 1, p. 1, doi. 10.1186/s40854-023-00582-3

By:

Jin, Xiaoye

Publication type:

Article

Whether and when did bitcoin sentiment matter for investors? Before and during the COVID-19 pandemic.

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00536-9

By:

Aysan, Ahmet Faruk;
Muğaloğlu, Erhan;
Polat, Ali Yavuz;
Tekin, Hasan

Publication type:

Article

Is a correlation-based investment strategy beneficial for long-term international portfolio investors?

Published in:

Financial Innovation, 2023, v. 9, n. 1, p. 1, doi. 10.1186/s40854-023-00471-9

By:

Narayan, Seema Wati;
Rehman, Mobeen Ur;
Ren, Yi-Shuai;
Ma, Chaoqun

Publication type:

Article