A highly transmittable and pathogenic viral infection, COVID-19, has dramatically changed
the world with a tragically large number of human lives being lost. The epidemic has created …

The Investor Sentiment Index (ISI) is widely regarded as a useful measure to gauge the
overall mood of the market. Investor panic may result in contagion, causing failure in …

In this paper, we examine the impact of investor sentiment on Bitcoin returns. Using a large
dataset of messages discussed on social media and several financial indicators, we create a …

This paper challenges the prevailing view that investor sentiment is a contrarian predictor of
market returns at nearly all horizons. As an important piece of" out-of-sample" evidence, we …

The COVID-19 pandemic and induced economic and social constraints have significantly
impacted the confidence of both consumers and businesses. Despite that, comprehensive …

The objective of this paper is to employ the novel technique of nonparametric causality-in-
quantiles to examine the predictability of returns and volatility of six important commodities …

We construct and assess new time series measures of news media sentiment based on
Global Data on Events, Location, and Tone (GDELT) using Data Science techniques. Five …

In this study, we construct an investor sentiment indicator (S s PCA) to predict stock volatility
in the Chinese stock market by applying the scaled principal component analysis (sPCA). As …

The aims of this paper are to detect evidence of institutional investor herding behaviour and
examine the role that investor sentiment plays in institutional investor herding behaviour …

Investor sentiment is a hot topic in behavioral finance. How to measure investor sentiment?
Is the influence of investor sentiment on the stock market symmetrical? That is all we need to …