Feverish sentiment and global equity markets during the COVID-19 pandemic
This paper proposes a new approach to estimating investor sentiments and their
implications for the global financial markets. Contextualising the COVID-19 pandemic, we …
implications for the global financial markets. Contextualising the COVID-19 pandemic, we …
Internet searching and stock price crash risk: Evidence from a quasi-natural experiment
In 2010, Google unexpectedly withdrew its searching business from China, reducing
investors' ability to find information online. The stock price crash risk for firms searched for …
investors' ability to find information online. The stock price crash risk for firms searched for …
Music sentiment and stock returns around the world
This paper introduces a real-time, continuous measure of national sentiment that is
language-free and thus comparable globally: the positivity of songs that individuals choose …
language-free and thus comparable globally: the positivity of songs that individuals choose …
Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19
Y Yuan, H Wang, X ** - International Review of Financial Analysis, 2022 - Elsevier
This paper studies the pandemic-driven financial contagion during the COVID-19 period and
the impact of investor behavior on it by constructing three types of direct behavior …
the impact of investor behavior on it by constructing three types of direct behavior …
Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets
The present study investigates the degree of market responses through the scope of
investors' sentiment during the COVID-19 pandemic across G20 markets by constructing a …
investors' sentiment during the COVID-19 pandemic across G20 markets by constructing a …
A theory of host country sentiments: An illustration in cross-border acquisitions
Capitalizing on massive sentiment diffusion and mobilization aided by mass media and
social media nowadays, we introduce a general theory of host country sentiments to …
social media nowadays, we introduce a general theory of host country sentiments to …
[HTML][HTML] Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets
YL Hsu, L Tang - International Review of Financial Analysis, 2022 - Elsevier
This paper first investigates the relationship between investor sentiment, captured by
internet search behaviour, and the unexpected component of stock market volatility during …
internet search behaviour, and the unexpected component of stock market volatility during …
Retail investor attention and firms' idiosyncratic risk: Evidence from China
J Hao, X **ong - International Review of Financial Analysis, 2021 - Elsevier
This paper investigates retail investor attention to firms' idiosyncratic risk in China. We use
the Baidu search index as a proxy for attention and test its effect on Chinese firms' …
the Baidu search index as a proxy for attention and test its effect on Chinese firms' …
Impact of COVID‐19 pandemic on risk transmission between googling investor's sentiment, the Chinese stock and bond markets
Purpose The main objective of this paper is to investigate whether the investors' behavior
under optimistic (pessimistic) conditions has an impact on risk transmission between the …
under optimistic (pessimistic) conditions has an impact on risk transmission between the …
[HTML][HTML] BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing
D Bennett, E Mekelburg, TH Williams - Research in International Business …, 2023 - Elsevier
This systematic literature review summarizes the extant research in the Behavioral Finance
(BeFi) and digital asset spaces to understand better the interactions of behavioral effects on …
(BeFi) and digital asset spaces to understand better the interactions of behavioral effects on …