Investor sentiment and stock market returns: a story of night and day

W Wang - The European Journal of Finance, 2024 - Taylor & Francis
Some financial relations have been confirmed to be different overnight and intraday due to
different clienteles. In this paper, we assess the impact of investor sentiment on stock market …

Dividend payout and macroeconomy: Evidence from ASEAN country

S Natalia, FT Radhitya, MD Ariefianto… - Asian Economic and …, 2024 - search.proquest.com
This research examines the dividend payout and macroeconomy of ASEAN countries.
Macroeconomic conditions significantly influence dividend payout policies, as they reflect …

Dependence matters! Investor sentiment and stock returns: A sliced inverse regression approach

L He, J Shi, Y Wang, Q Zhu - Journal of Financial Research, 2025 - Wiley Online Library
We construct a new investor sentiment index by exploiting the information of the sentiment
proxies with the sliced inverse regression approach. We show that the new index is a strong …

The Impact of Social Media and Emotional Intelligence on Investment Decision: A Fuzzy Set Delphi Study Among Investors in Thailand's Stock Market

R Saelee, S Pankham - TEM Journal, 2024 - ceeol.com
The economic condition of Thailand and the rate of return observed on the stock exchange
of Thailand (SET) surpasses the profits generated through savings. This has resulted in SET …

Vertailu markkina-ja kyselypohjaisten sentimentti-indeksien ennustuskyvystä Yhdysvaltojen osaketuottoihin

R Siivola - 2024 - oulurepo.oulu.fi
Sijoittajien sentimentin ja osaketuottojen välistä yhteyttä on tutkittu paljon. Tutkimuksissa on
käytetty sekä kyselypohjaisia että markkinapohjaisia sentimentti-indeksejä, mutta yksikään …

[PDF][PDF] Identifikation von Variablen zur Prognose bzw. Erklärung des Renditeunterschieds zwischen Value-und Growth-Aktien/eingereicht von Christoph Stöbich, BSc.

CN Stöbich - 2024 - epub.jku.at
Erste Studien beschäftigten sich allgemein mit der Frage, wodurch erwartete Renditen
beeinflusst werden. Das Capital Asset Pricing Model (CAPM) von Sharpe (1964) 4, Lintner …

[PDF][PDF] Investor Sentiment Dynamics and Stock Returns: Evidence from Indian Market

A Sardar, GS Khan - researchgate.net
This research explores the connection between market-wide investor sentiment and stock
market return within the framework of the Indian stock market. The study investigates how …