The role of feelings in investor decision‐making
This paper surveys the research on the influence of investor feelings on equity pricing and
also develops a theoretical basis with which to understand the emerging findings of this …
also develops a theoretical basis with which to understand the emerging findings of this …
Giving content to investor sentiment: The role of media in the stock market
PC Tetlock - The Journal of finance, 2007 - Wiley Online Library
ABSTRACT I quantitatively measure the interactions between the media and the stock
market using daily content from a popular Wall Street Journal column. I find that high media …
market using daily content from a popular Wall Street Journal column. I find that high media …
The financial economics of white precious metals—A survey
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …
Stock market returns: A note on temperature anomaly
This study investigates whether stock market returns are related to temperature. Research in
psychology has shown that temperature significantly affects mood, and mood changes in …
psychology has shown that temperature significantly affects mood, and mood changes in …
[BOOK][B] Asset price dynamics, volatility, and prediction
SJ Taylor - 2011 - books.google.com
This book shows how current and recent market prices convey information about the
probability distributions that govern future prices. Moving beyond purely theoretical models …
probability distributions that govern future prices. Moving beyond purely theoretical models …
[BOOK][B] Expected returns: An investor's guide to harvesting market rewards
A Ilmanen - 2011 - books.google.com
This comprehensive reference delivers a toolkit for harvesting market rewards from a wide
range of investments. Written by a world-renowned industry expert, the reference discusses …
range of investments. Written by a world-renowned industry expert, the reference discusses …
Are investors moonstruck? Lunar phases and stock returns
This paper investigates the relation between lunar phases and stock market returns of 48
countries. The findings indicate that stock returns are lower on the days around a full moon …
countries. The findings indicate that stock returns are lower on the days around a full moon …
Using twitter to predict the stock market: Where is the mood effect?
Behavioral finance researchers have shown that the stock market can be driven by emotions
of market participants. In a number of recent studies mood levels have been extracted from …
of market participants. In a number of recent studies mood levels have been extracted from …
Rain or shine: where is the weather effect?
WN Goetzmann, N Zhu - European Financial Management, 2005 - Wiley Online Library
There is considerable empirical evidence that emotion influences decision‐making. In this
paper, we use a database of individual investor accounts to examine the weather effects on …
paper, we use a database of individual investor accounts to examine the weather effects on …
How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences
We develop a conceptual analysis and account of how emotions influence behavior in
financial markets. To motivate our approach and to establish the need for such research, we …
financial markets. To motivate our approach and to establish the need for such research, we …