This study, for the first time in the literature, investigates the relationship between the ESG
index and investor sentiment for an emerging economy, India. The study establishes that the …

Understanding the irrational sentiments of the market participants is necessary for making
good investment decisions. Despite the recent academic effort to examine the role of …

Purpose This comprehensive study aims to take a punctilious approach intended to present
qualitative and quantitative knowledge on the emerging concept of noise trading and identify …

Volatility is an important component of asset pricing; an increase in volatility on markets can
trigger changes in the risk distribution of financial assets. In conventional financial theory …

I investigate the relationship between the stock market liquidity and investors sentiment. The
significance of the liquidity in asset pricing is well documented, but little attention is paid in …

Purpose: Investor sentiment, the willingness of market participants to invest, is a difficult
concept to measure. Exploring the relationship between investor sentiment and stock returns …

The question of the economic policy uncertainty, interest rate and oil price volatility and their
effects on investor sentiment is rarely addressed by the literature. Thus, we are motivated to …

This study investigated the impact of investor sentiment impact on sectoral returns and their
volatility on the Johannesburg Stock Exchange using a proxy-based composite investor …

This study sought to ascertain a machine learning algorithm capable of predicting crises in
the African stock market with the highest accuracy. Seven different machine-learning …

Traditional empirical models analyze impact of sentiments on financial market volatility using
macroeconomic fundamentals or financial indicators. In this paper, recent methods of text …