This comprehensive research study aims to highlight the evolution of momentum investing
research and identify the mature and emerging themes in momentum investing. This study …

We examine the predictive ability of online investor sentiment for six major cryptocurrency
returns. For this, we use two proxies, the FEARS index of Da et al.(2015) and Twitter …

The effect of investor sentiment on stock volatility is a highly attractive research question in
both the academic field and the real financial industry. With the proposal of China's" dual …

This study investigates the impact of firm-specific investor sentiment on stock price crash
risk. To achieve this goal, we first develop a firm-specific investor sentiment index. Based on …

Throughout the financial literature, there is a great deal of debate about the nature of
investors' risk preferences. In an ever-changing world, the main schools of knowledge …

Environmental, social, and governance (ESG) ratings are receiving increasing attention in
the financial market. However, ESG rating disagreement creates a barrier to ESG …

This paper investigates the predictive performance of the Chinese economic policy
uncertainty (EPU) index constructed by Davis, Liu, and Sheng (2019) in forecasting the …

The objective of this paper is to employ the novel technique of nonparametric causality-in-
quantiles to examine the predictability of returns and volatility of six important commodities …

We examine investor behavior on social media platforms related to the GameStop (GME)
short squeeze in early 2021. Individual investors stimulated the stock market via Reddit …

This study provides a comprehensive sentiment connectedness analysis in Asia-Pacific. We
implement a time-frequency framework and a quantile connectedness approach while …