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How do investors react under uncertainty?

Citations

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Cited by:

  1. Qi Nan Zhai, 2015. "Asset Pricing Under Ambiguity and Heterogeneity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 16, July-Dece.
  2. Ron Bird & Krishna Reddy & Danny Yeung, 2014. "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(2), pages 113-132.
  3. Ran Lu & Hongjun Zeng, 2022. "VIX and major agricultural future markets: dynamic linkage and time-frequency relations around the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(2), pages 334-353, September.
  4. Simon Grima & Letife Özdemir & Ercan Özen & Inna Romānova, 2021. "The Interactions between COVID-19 Cases in the USA, the VIX Index and Major Stock Markets," IJFS, MDPI, vol. 9(2), pages 1-19, May.
  5. Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2021. "Economic news and the cross-section of commodity futures returns," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
  6. James Ming Chen, 2017. "Systematic Risk in the Macrocosm," Quantitative Perspectives on Behavioral Economics and Finance, in: Econophysics and Capital Asset Pricing, chapter 0, pages 239-274, Palgrave Macmillan.
  7. Dutt, Tanuj & Humphery-Jenner, Mark, 2013. "Stock return volatility, operating performance and stock returns: International evidence on drivers of the ‘low volatility’ anomaly," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 999-1017.
  8. Dakhlaoui, Imen & Aloui, Chaker, 2016. "The interactive relationship between the US economic policy uncertainty and BRIC stock markets," International Economics, Elsevier, vol. 146(C), pages 141-157.
  9. Douglas de Medeiros Franco, 2022. "Expectations, Economic Uncertainty, and Sentiment," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 26(5), pages 210029-2100.
  10. Farida Akhtar, 2017. "Conditional returns to shareholders of bidding firms: an Australian study," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 3-43, April.
  11. Laakkonen, Helinä, 2015. "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Research Discussion Papers 4/2015, Bank of Finland.
  12. Antonios Persakis, 2024. "The impact of climate policy uncertainty on ESG performance, carbon emission intensity and firm performance: evidence from Fortune 1000 firms," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 26(9), pages 24031-24081, September.
  13. Mai, Van Anh (Vivian) & Ang, Tze Chuan ‘Chewie’ & Fang, Victor, 2016. "Aggregate volatility risk and the cross-section of stock returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 134-149.
  14. Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2013, January-A.
  15. Jeffrey J. Coulton & Tami Dinh & Andrew B. Jackson & Tom Smith, 2016. "The impact of sentiment on price discovery," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(3), pages 669-694, September.
  16. Muhammad Safdar Sial & Jacob Cherian & Abdelrhman Meero & Asma Salman & Abdul Aziz Abdul Rahman & Sarminah Samad & Constantin Viorel Negrut, 2022. "Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices," Risks, MDPI, vol. 10(3), pages 1-13, March.
  17. Ron Bird & Daniel Choi & Danny Yeung, 2014. "Market uncertainty, market sentiment, and the post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 45-73, July.
  18. Li, Hong & Shi, Yanlin, 2021. "A new unique information share measure with applications on cross-listed Chinese banks," Journal of Banking & Finance, Elsevier, vol. 128(C).
  19. Juan Carlos Reboredo & Nader Naifar, 2017. "Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(7), pages 1535-1546, July.
  20. Kang, Wensheng & Ratti, Ronald A., 2013. "Oil shocks, policy uncertainty and stock market return," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 305-318.
  21. Mao, Jie & Shen, Guanxiong & Yan, Jingzhou, 2023. "A continuous-time macro-finance model with Knightian uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  22. repec:zbw:bofrdp:2015_004 is not listed on IDEAS
  23. Qi Nan Zhai, 2015. "Asset Pricing Under Ambiguity and Heterogeneity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2015, January-A.
  24. Mariska Muller & Sun Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane & Ruschelle Sgammini, 2022. "Tracking the Performance of Listed Shares: A Comparison Between JSE Single- and Dual-listed Shares," International Journal of Economics and Financial Issues, Econjournals, vol. 12(6), pages 145-154, November.
  25. Kitagawa, Norio, 2021. "Macroeconomic uncertainty and management forecast accuracy," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(3).
  26. Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics 19/15, University of Waikato.
  27. Bampinas, Georgios & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2023. "Oil shocks and investor attention," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 68-81.
  28. Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 10, July-Dece.
  29. Catalin MOS, 2024. "Economic Policy Uncertainty, Financial Reporting Quality, and Audit Fees: Examining the Role of Industry Characteristics and International Accounting Standards," The Audit Financiar journal, Chamber of Financial Auditors of Romania, vol. 22(176), pages 791-802, October.
  30. Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024. "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  31. Khalfaoui, Rabeh & Stef, Nicolae & Wissal, Ben Arfi & Sami, Ben Jabeur, 2022. "Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
  32. Laakkonen, Helinä, 2015. "Relevance of uncertainty on the volatility and trading volume in the US Treasury bond futures market," Bank of Finland Research Discussion Papers 4/2015, Bank of Finland.
  33. Qi, Shaozhou & Pang, Lidong & Qi, Tianbai & Zhang, Xiaoling & Pirtea, Marilen Gabriel, 2024. "The correlation between the green bond market and carbon trading markets under climate change: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
  34. Javier Giner & Sandra Morini & Rafael Rosillo, 2016. "Optimal Prediction Periods for New and Old Volatility Indexes in USA and German Markets," Computational Economics, Springer;Society for Computational Economics, vol. 47(4), pages 527-549, April.
  35. Maria Strydom & Amale Scally & John Watson, 2019. "Impact of mood and gender on individual investors’ reactions to retractions and corrections of earnings forecasts," Applied Economics, Taylor & Francis Journals, vol. 51(9), pages 941-955, February.
  36. Ur Koumba & Calvin Mudzingiri & Jules Mba, 2020. "Does uncertainty predict cryptocurrency returns? A copula-based approach," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 13(1), pages 67-88, January.
  37. Amandha Ganegoda & John Evans, 2014. "A framework to manage the measurable, immeasurable and the unidentifiable financial risk," Australian Journal of Management, Australian School of Business, vol. 39(1), pages 5-34, February.
  38. Liu, Qingfu & Shi, Chen & Tse, Yiuman & Wang, Chuanjie, 2023. "The value of communication during pandemics," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
  39. John Nkwoma Inekwe, 2020. "Market uncertainty, risk aversion, and macroeconomic expectations," Empirical Economics, Springer, vol. 59(4), pages 1977-1995, October.
  40. Choi, Hae Mi, 2019. "Market uncertainty and trading volume around earnings announcements," Finance Research Letters, Elsevier, vol. 30(C), pages 14-22.
  41. Bouri, Elie & Harb, Etienne, 2022. "The size of good and bad volatility shocks does matter for spillovers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
  42. James Ming Chen, 2017. "Econophysics and Capital Asset Pricing," Quantitative Perspectives on Behavioral Economics and Finance, Palgrave Macmillan, number 978-3-319-63465-4, June.
  43. Beatrice D. Simo-Kengne & Kofi Agyarko Ababio & Jules Mba & Ur Koumba & Makgale Molepo, 2018. "Risk, Uncertainty and Exchange Rate Behavior in South Africa," Journal of African Business, Taylor & Francis Journals, vol. 19(2), pages 262-278, April.
  44. Fatma Alahouel & Nadia Loukil, 2020. "Financial uncertainty valuation: doesShariahcompliant screening matter?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(1), pages 57-76, August.
  45. Guerello, Chiara, 2016. "The effect of investors’ confidence on monetary policy transmission mechanism," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 248-266.
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