1. Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2. Numerological superstitions and market-wide herding: Evidence from China. (2024). Gebka, Bartosz ; Gavriilidis, Konstantinos ; Cui, Yueting ; Kallinterakis, Vasileios.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001315.

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3. Anomalies and Investor Sentiment: International Evidence and the Impact of Size Factor. (2023). Ekinci, Cumhur ; Salur, Bayram Veli.
   In: IJFS.
   RePEc:gam:jijfss:v:11:y:2023:i:1:p:49-:d:1102430.

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4. Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis. (2023). Mishra, Sibanjan ; Bhattacherjee, Purba ; Kang, Sang Hoon.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008413.

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5. Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Lawal, Rodiat ; Johan, Sofia ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

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6. The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms. (2023). Apergis, Nicholas ; Xu, Bing ; Lau, Chi Keung.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003630.

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7. Does sentiment affect stock returns? A meta-analysis across survey-based measures. (2023). Badura, Ondej ; Bajzik, Josef ; Gric, Zuzana.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002892.

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8. The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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9. Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee.
   In: Journal of Behavioral and Experimental Finance.
   RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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10. Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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11. Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries. (2022). GUPTA, RANGAN ; van Eyden, Renee ; Bouri, Elie ; Nielsen, Joshua.
    In: Working Papers.
    RePEc:pre:wpaper:202256.

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12. Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment. (2022). Pierdzioch, Christian ; Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202247.

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13. Can Carbon Neutrality Commitment Contribute to the Sustainable Development of China’s New Energy Companies?. (2022). Liu, Cheng ; Xing, Xiaoyun ; Zhang, Yun ; Deng, Jing.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:18:p:11308-:d:910607.

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14. Asymmetric impacts of individual investor sentiment on the time-varying risk-return relation in stock market. (2022). He, Zhifang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:177-194.

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15. Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam. (2022). Le, Thai Hong ; Luong, Anh Tram.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003750.

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16. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472.

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17. The conditional impact of investor sentiment in global stock markets: A two-channel examination. (2022). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000589.

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18. Co-skewness and expected return: Evidence from international stock markets. (2022). Liu, Ming ; Kot, Hung Wan ; Dong, Liang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001852.

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19. Financial market connectedness: The role of investors’ happiness. (2022). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001562.

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20. Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?. (2022). Stordal, Stle ; Lien, Gudbrand ; Haugom, Erik ; Ewald, Christian-Oliver ; Wu, Yuexiang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004534.

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22. A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns. (2021). Pinho, Carlos ; Nogueira, Pedro Manuel.
    In: Journal of Behavioral Finance.
    RePEc:taf:hbhfxx:v:22:y:2021:i:4:p:420-442.

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23. Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan.
    In: Working Papers.
    RePEc:pre:wpaper:202126.

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24. Investor Confidence and Forecastability of US Stock Market Realized Volatility : Evidence from Machine Learning. (2021). Pierdzioch, Christian ; Nel, Jacobus ; Gupta, Rangan.
    In: Working Papers.
    RePEc:pre:wpaper:202118.

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25. Does the Croatian Stock Market Have Seasonal Affective Disorder?. (2021). Škrinjarić, Tihana ; Ego, Boko ; Marasovi, Branka.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:89-:d:503333.

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26. Sentiments–Risk Relationship across the Corporate Life Cycle: Evidence from an Emerging Market. (2021). Qureshi, Muhammad Azeem ; Akbar, Ahsan ; Poulova, Petra.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:3:p:111-:d:612756.

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27. Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441.

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28. A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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29. Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391.

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30. Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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31. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202059.

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32. Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202022.

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33. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:202009.

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34. A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:202004.

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35. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539.

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36. Consumer confidence: Causality links with subjective and objective information sources. (2020). Merello, Paloma ; Zorio-Grima, Ana.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:150:y:2020:i:c:s0040162519310583.

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37. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Ji, Qiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:68:y:2020:i:c:p:105-130.

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38. Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki.
    In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice.
    RePEc:aic:journl:y:2020:v:67-2:p:157-175.

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39. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201909.

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40. Sentiment versus liquidity pricing effects in the cross-section of UK stock returns. (2019). Zhu, Sheng ; Foran, Jason ; Osullivan, Niall.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:20:y:2019:i:4:d:10.1057_s41260-019-00119-3.

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41. Do Overnight Returns Truly Measure Firm-Specific Investor Sentiment in the KOSPI Market?. (2019). Park, Chanhi ; Cho, Hoon ; Ik, Sang ; Ryu, Doojin.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3718-:d:246434.

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42. Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563.

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43. Firm-specific investor sentiment and the stock market response to earnings news. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:221-240.

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44. Pure momentum is priced. (2019). Welch, Robert ; Wang, Yan ; Lazrak, Skander ; Chen, Lemeng.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:22:y:2019:i:c:p:75-89.

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45. Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification. (2018). Ftiti, Zied ; JAWADI, Fredj ; Hachicha, Nejib ; Namouri, Hela.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:5:p:559-573.

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46. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven.
    In: Working Papers.
    RePEc:pre:wpaper:201814.

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47. Investor sentiment: Does it augment the performance of asset pricing models?. (2018). Bredin, Don ; Bathia, Deven.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:59:y:2018:i:c:p:290-303.

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48. FFECT OF INVESTOR SENTIMENT ON FUTURE RETURNS IN THE NIGERIAN STOCK MARKET. (2017). Alajekwu, Udoka Bernard ; Okoro, Cyprian Okey ; Obialor, Michael Chukwumee .
    In: Annals of Spiru Haret University, Economic Series.
    RePEc:ris:sphecs:0259.

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49. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph.
    In: MPRA Paper.
    RePEc:pra:mprapa:80668.

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50. Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing.
    In: CEERP Working Paper Series.
    RePEc:hwc:wpaper:006.

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51. Payout and Firms Catering. (2017). Duante, Maria Elisabete.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:v:y:2017:i:4:p:104-132.

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52. Payout and Firms Catering. (2017). Duante, Maria Elisabete.
    In: International Journal of Economics & Business Administration (IJEBA).
    RePEc:ers:ijebaa:v:v:y:2017:i:4:p:104-132.

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53. Sentiment, foreign equity flows, and returns: Evidence from Thailand’s stock markets. (2017). French, Joseph ; Li, Wei-Xuan .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:816-831.

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54. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84.

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55. The world price of sentiment risk. (2017). Keiber, Karl Ludwig ; Samyschew, Helene .
    In: Global Finance Journal.
    RePEc:eee:glofin:v:32:y:2017:i:c:p:62-82.

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56. The Effect of Investor Sentiment on Betting Against Beta: A Structural Equations Modeling Approach Towards Beta Anomaly. (2017). Abdollahi, Hooman ; Tayebi, Hamed ; Ebrahimi, Seyed Babak .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-01-26.

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57. Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph.
    In: Documentos CEDE.
    RePEc:col:000089:015606.

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58. Bidirectional Relationship between Investor Sentiment and Excess Returns: New Evidence from the Wavelet Perspective. (2016). Marczak, Martyna ; Beissinger, Thomas.
    In: Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145836.

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59. The pricing of sentiment risk in European stock markets. (2016). Keiber, Karl Ludwig ; Samyschew, Helene .
    In: Discussion Papers.
    RePEc:zbw:euvwdp:384.

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60. International Sentiment Spillovers in Equity Returns. (2016). Bredin, Don ; Bathia, Deven ; Nitzsche, Dirk.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:21:y:2016:i:4:p:332-359.

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61. The Effect of Investor Sentiment on Gold Market Dynamics. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201638.

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62. Sentiment volatility and bank lending behavior. (2016). Xu, Bing ; Caglayan, Mustafa.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:45:y:2016:i:c:p:107-120.

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63. Bidirectional relationship between investor sentiment and excess returns: New evidence from the wavelet perspective. (2015). Marczak, Martyna ; Beissinger, Thomas.
    In: Hohenheim Discussion Papers in Business, Economics and Social Sciences.
    RePEc:zbw:hohdps:062015.

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64. The role of sentiment in global risk premia. (2015). Keiber, Karl Ludwig ; Samyschew, Helene .
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:20:p:2073-2091.

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65. Role of investor sentiment in financial markets: an explanation by behavioural finance approach. (2015). RAISSI, NIZAR ; Missaoui, Sahbi .
    In: International Journal of Accounting and Finance.
    RePEc:ids:intjaf:v:5:y:2015:i:4:p:362-401.

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66. Sentiment in oil markets. (2015). Deeney, Peter ; Bermingham, Adam ; Dowling, Michael ; Cummins, Mark.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:39:y:2015:i:c:p:179-185.

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