Investor sentiment and asset prices: Evidence from the ex-day-Reference-Cited by-同舟云学术

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Investor sentiment and asset prices: Evidence from the ex-day

Published:2022-06 Issue: Volume:139 Page:106492
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Paudel Shishir,Silveri Sabatino (Dino),Wu Mark

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference42 articles.

1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Mark.,2002

2. Investor sentiment and the cross-section of stock returns;Baker;J. Financ.,2006

3. Investor sentiment in the stock market;Baker;J. Econ. Perspect.,2007

4. Global, local, and contagious investor sentiment;Baker;J. Financ. Econ.,2012

5. Dividends, taxes and common stock prices: the ex-dividend day behavior of common stock prices before the income tax;Barclay;J. Financ. Econ.,1987

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Information asymmetry, sentiment interactions, and asset price;The North American Journal of Economics and Finance;2023-07

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