Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model

By Z. Ni, Dazhong Wang, Wenjun Xue. 2015

136 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/ecd54ebf076c9a2a78ed9ecd2be6a7e3723593a3

How researchers see this paper

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

In Economics and Econometrics

1. D. Bannigidadmath
2. Yue‐Jun Zhang
3. Paresh Kumar Narayan
4. Muhammad Shahbaz
5. Zhenhua Liu
6. Ruyin Long
7. Zhihua Ding
8. Ilhan Ozturk

In Finance

1. D. Bannigidadmath
2. Paresh Kumar Narayan
3. Yue‐Jun Zhang
4. Afees A. Salisu
5. Muhammad Shahbaz
6. Ilhan Ozturk
7. Sakiru Adebola Solarin
8. C. Tang

In Management Science and Operations Research

1. D. Bannigidadmath
2. Paresh Kumar Narayan
3. Yue‐Jun Zhang
4. Ruyin Long
5. Afees A. Salisu
6. R. Swaray
7. Tirimisiyu F. Oloko

Citations in the corpus

• The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment (2017, background): “[13], He and Casey [14], Frugier [15] Forecasts of investor”
• Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks (2017, background): “…returns; Hsu (2009) examines how technology risk factors predict stock market returns; Narayan et al. (2014) use mutual funds to predict returns; Ni et al. (2015) considers the role of investor sentiment; and a recent study by Chava et al. (2015) shows that credit conditions predict stock…”