The role of feelings in investor decision‐making

BM Lucey, M Dowling - Journal of economic surveys, 2005 - Wiley Online Library
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 …

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 …

The financial economics of white precious metals—A survey

SA Vigne, BM Lucey, FA O'Connor… - International Review of …, 2017 - Elsevier
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 …

Stock market returns: A note on temperature anomaly

M Cao, J Wei - Journal of Banking & Finance, 2005 - Elsevier
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 …

[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 …

[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 …

Are investors moonstruck? Lunar phases and stock returns

K Yuan, L Zheng, Q Zhu - Journal of Empirical Finance, 2006 - Elsevier
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 …

Using twitter to predict the stock market: Where is the mood effect?

M Nofer, O Hinz - Business & Information Systems Engineering, 2015 - Springer
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 …

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 …

How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences

D Duxbury, T Gärling, A Gamble… - The European Journal of …, 2020 - Taylor & Francis
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 …