Investor Sentiment Measures

By L. Qiu, Ivo Welch. 2006

396 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/338606479b539545fafe528dfadf7ca3a44bcc22

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Citations in the corpus

When does investor sentiment predict stock returns (2012, unknown): “Qiu and Welch (2004) and Lemmon and Portniaguina (2006) document that consumer confidence is an adequate proxy for investor sentiment and is able to predict the subsequent portfolio returns for small stocks.”
Investor sentiment in the stock market (2013, unknown): “Qiu & Welch (2004) examined the relationship between sentiment indicators and stock returns by using change in indicators.”
The Sum of All FEARS: Investor Sentiment and Asset Prices (2015, unknown): “Under the second approach, empiricists use survey-based indices such as the University of Michigan Consumer Sentiment Index, the UBS/GALLUP Index for Investor Optimism, or investment newsletters (Brown and Cliff (2004), Lemmon and Portniaguina (2006), and Qiu and Welch (2006)).”
Can Facebook Predict Stock Market Activity (2013, unknown): “(1990), a signi cant amount of empirical literature has attempted to measure investor sentiment and study its e ects on securities markets (e.g., Lee, Shleifer, and Thaler, 1991; Kumar and Lee, 2006; Baker and Wurgler, 2006; Lemmon and Portniaguina, 2006; Qiu and Welch, 2006; Tetlock, 2007; Garcia, ”
Investor Sentiment, Limits to Arbitrage and Private Market Returns (2014, background): “Qiu and Welch (2005) provide a comparison of several direct survey-based measures of investor sentiment.”
The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment (2017, background): “Direct indicators: investor intelligence index [41,42], analyst recommendation [41], consumer confidence index [41,43], etc.”
Investor sentiment effect in stock markets: Stock characteristics or country-specific factors? (2013, background): “…indicators including investor survey findings (Otoo, 1999; Jansen and Nahuis, 2003; Brown and Cliff, 2005; Lemmon and Portniaguina, 2006; Qiu and Welch, 2006 and Schmeling, 2009), investor mood (Kamstra et al., 2003), retail investor trades (Barber et al., 2006; Greenwood and Nagel, 2006 and…”
The importance of fear: investor sentiment and stock market returns (2017, unknown): “This survey is similar in nature to the UBS/Gallup survey that Qiu and Welch (2006) suggest is reliably proxied by consumer confidence.”
Googling Investor Sentiment around the World (2019, unknown): “…and investigates the effect of sentiment on asset prices (Hirshleifer and Shumway (2003), Kamstra, Kramer, and Levi (2003), Brown and Cliff (2004), Qiu and Welch (2006), Baker and Wurgler (2006), (2007), Lemmon and Portniaguina (2006), Das and Chen (2007), Edmans, Garcia, and Norli (2007),…”
Investor Sentiment and Corporate Disclosure (2008, unknown): “3 Qiu and Welch (2005) validate the Consumer Confidence index as a measure of sentiment by showing that it is correlated with the UBS/Gallup survey of investor’s expectation of future market performance.”