The impact of individual and institutional investor sentiment on the market price of risk

By Rahul Verma, Gökçe A. Soydemir. 2009

138 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/37d65914ba8ced944aa11498b6f2f52baa5dec13

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. P. Muzindutsi
2. Lorraine Rupande
3. Xing Han
4. Hilary Tinotenda Muguto
5. Youwei Li

In Economics and Econometrics

1. P. Muzindutsi
2. Lorraine Rupande
3. Xing Han
4. Hilary Tinotenda Muguto
5. Youwei Li

In Finance

1. P. Muzindutsi
2. Lorraine Rupande
3. Xing Han
4. Hilary Tinotenda Muguto
5. Youwei Li

Citations in the corpus

• Can investor sentiment be a momentum time-series predictor? Evidence from China (2017, background): “The rational component relates to the changes in macro fundamental, as sentiment investors receives a noisy signal about the overall economy (Verma & Soydemir 2009).”
• Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange (2019, background): “Also, the extensive debate about which group between individual investors (Frazzini & Lamont, 2005; Schmeling, 2007), institutional investors (Devault et al., 2019; Hong & Stein, 2007) or both (Nofsinger & Sias, 1999; Verma & Soydemir, 2009) are prone to sentiment biases has not been resolved yet.”