IDEAS home Printed from https://ideas.repec.org/r/oup/revfin/v17y2013i3p921-953.html
   My bibliography  Save this item

Investor Sentiment and Return Comovements: Evidence from Stock Splits and Headquarters Changes

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2020. "Information Illusion: Placebic Information and Stock Price Estimates," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224575, Verein für Socialpolitik / German Economic Association.
  2. Christos Pantzalis & Jung Chul Park, 2020. "Stock Market Consequences Of Political Vibrancy," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(3), pages 491-542, August.
  3. Liyun Zhou & Weinan Lin & Chunpeng Yang, 2024. "Investor trading behavior and asset prices: Evidence from quantile regression analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 1722-1744, April.
  4. Disli, Mustafa & Abd Rabbo, Fatima & Leneeuw, Thibault & Nagayev, Ruslan, 2022. "Cryptocurrency comovements and crypto exchange movement: The relocation of Binance," Finance Research Letters, Elsevier, vol. 48(C).
  5. Al-Nasseri, Alya & Menla Ali, Faek & Tucker, Allan, 2021. "Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors," International Review of Financial Analysis, Elsevier, vol. 78(C).
  6. Li, Mingsheng & Zhao, Xin, 2016. "Neighborhood effect on stock price comovement," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 1-22.
  7. Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022. "Multinationals and stock return comovement," Global Finance Journal, Elsevier, vol. 52(C).
  8. Wu, Qinin & Lu, Jing, 2020. "Air pollution, individual investors, and stock pricing in China," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 267-287.
  9. Ashish Agarwal & Alvin Chung Man Leung & Prabhudev Konana & Alok Kumar, 2017. "Cosearch Attention and Stock Return Predictability in Supply Chains," Information Systems Research, INFORMS, vol. 28(2), pages 265-288, June.
  10. Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023. "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 390-412.
  11. Hongfei Tang & Kangzhen Xie & Xiaoqing Eleanor Xu, 2022. "Real estate as a new equity market sector: Market responses and return comovement," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(2), pages 431-467, June.
  12. Zhou, Liyun & Yang, Chunpeng, 2019. "Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals," Economic Modelling, Elsevier, vol. 79(C), pages 130-140.
  13. Yang, Chunpeng & Jia, Yun, 2016. "Buy-sell imbalance and the mean-variance relation," Pacific-Basin Finance Journal, Elsevier, vol. 40(PA), pages 49-58.
  14. Afik, Zvika & Lahav, Yaron, 2015. "Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 57(C), pages 73-80.
  15. Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019. "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, vol. 132(2), pages 369-383.
  16. Jiang, Danling & Peterson, David R. & Doran, James S., 2014. "Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach," Journal of Empirical Finance, Elsevier, vol. 28(C), pages 36-59.
  17. Choy, Siu-Kai, 2015. "Retail clientele and option returns," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 26-42.
  18. Do, Hung X. & Nguyen, Lily & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022. "LGBT policy, investor trading behavior, and return comovement," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 457-483.
  19. George M. Korniotis & Alok Kumar & Jeremy K. Page, 2020. "Investor sophistication and asset prices," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 557-579, October.
  20. Chen, Zilin & Guo, Li & Tu, Jun, 2021. "Media connection and return comovement," Journal of Economic Dynamics and Control, Elsevier, vol. 130(C).
  21. Aabo, Tom & Lee, Suin & Pantzalis, Christos & Park, Jung Chul, 2020. "Know thy neighbor: Political uncertainty and the informational advantage of local institutional investors," Journal of Banking & Finance, Elsevier, vol. 113(C).
  22. Yensen Ni & Min-Yuh Day & Paoyu Huang, 2020. "Trading stocks following sharp movements in the USDX, GBP/USD, and USD/CNY," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-17, December.
  23. Yang, Chunpeng & Zhou, Liyun, 2015. "Investor trading behavior, investor sentiment and asset prices," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 42-62.
  24. Alvin Chung Man Leung & Ashish Agarwal & Prabhudev Konana & Alok Kumar, 2017. "Network Analysis of Search Dynamics: The Case of Stock Habitats," Management Science, INFORMS, vol. 63(8), pages 2667-2687, August.
  25. Staer, Arsenio & Sottile, Pedro, 2018. "Equivalent volume and comovement," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 143-157.
  26. Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022. "Financial leverage and stock return comovement," Journal of Financial Markets, Elsevier, vol. 60(C).
  27. Pantzalis, Christos & Park, Jung Chul, 2014. "Exuberance out of left field: Do sports results cause investors to take their eyes off the ball?," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 760-780.
  28. Broman, Markus S., 2016. "Liquidity, style investing and excess comovement of exchange-traded fund returns," Journal of Financial Markets, Elsevier, vol. 30(C), pages 27-53.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.