1. Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon.
   In: Papers.
   RePEc:arx:papers:2411.13180.

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2. Can deep neural networks outperform Fama-MacBeth regression and other supervised learning approaches in stock returns prediction with asset-pricing factors?. (2023). Li, Yu-Hsien ; Teng, Huei-Wen.
   In: Digital Finance.
   RePEc:spr:digfin:v:5:y:2023:i:1:d:10.1007_s42521-023-00076-y.

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3. Cryptomarket discounts. (2023). Borri, Nicola ; Shakhnov, Kirill.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:139:y:2023:i:c:s026156062300164x.

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4. 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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5. Investor Sentiment in Asset Pricing Models: A Review. (2022). Lis, Szymon.
   In: Working Papers.
   RePEc:war:wpaper:2022-14.

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6. Mood Beta, Sentiment and Stock Returns in China. (2022). Li, Yuan.
   In: SAGE Open.
   RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221079873.

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7. .

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8. Investor sentiment?styled index in index futures market. (2021). Liu, Wenwen.
   In: Review of Financial Economics.
   RePEc:wly:revfec:v:39:y:2021:i:1:p:51-72.

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9. Sentiment?Apt investors and UK sector returns. (2021). Chatzivgeri, Eleni ; Paterson, Audrey ; Sherif, Mohamed ; Sakariyahu, Rilwan.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3321-3351.

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10. Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds. (2021). Liu, Xin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:62:y:2021:i:c:p:1-11.

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11. Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures. (2021). Gric, Zuzana ; Bajzik, Josef ; Badura, Ondrej.
    In: Working Papers.
    RePEc:cnb:wpaper:2021/10.

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12. An empirical examination of investor sentiment and stock market volatility: evidence from India. (2020). Rishad, Abdul.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00198-x.

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13. Investor sentiment and the cross-section of stock returns: new theory and evidence. (2019). Wang, Qingwei ; Mazouz, Khelifa ; Ding, Wenjie.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0756-z.

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14. The Impact of Market Condition and Policy Change on the Sustainability of Intra-Industry Information Diffusion in China. (2019). Wong, Wing-Keung ; Lean, Hooi Hooi ; Dong, Chi ; Ahmad, Zamri.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:4:p:1037-:d:206584.

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15. Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings. (2019). Young, Michael Nayat ; Chang, Kuo-Hwa.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2019:v:20:i:2:changyoung.

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16. Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven.
    In: Working Papers.
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17. An analysis of closed-end funds discounts viewed from a lack of redemption perspective. (2018). Yildirim, Sinan ; Misra, Lalatendu ; Kittiakarasakun, Jullavut.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0634-0.

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18. 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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19. A Dynamical Systems Approach to Cryptocurrency Stability. (2018). Caginalp, Carey.
    In: Papers.
    RePEc:arx:papers:1805.03143.

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20. Asymmetric Reinforcement Learning and Conditioned Responses During the 2007–2009 Global Financial Crisis: Evidence from Taiwan. (2017). Chang, Chih-Hsiang ; Hsieh, Song-Lin ; Chen, Shan-Shan.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:20:y:2017:i:02:n:s0219091517500102.

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21. How investor sentiments spillover from developed countries to developing countries?. (2017). Ur, Muhammad Zia ; McMillan, David ; Baig, Sajjad Ahmad ; Abbas, Zaheer ; Rizwan, Faisal ; Ul, Zain.
    In: Cogent Economics & Finance.
    RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1309096.

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22. Melancholia and Japanese stock returns – 2003 to 2012. (2016). Smales, Lee ; Khuu, Joyce ; Durand, Robert B.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pb:p:424-437.

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23. The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility. (2015). Escobari, Diego ; Huerta, Daniel ; Egly, Peter V.
    In: EconStor Preprints.
    RePEc:zbw:esprep:123499.

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24. The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility. (2015). Escobari, Diego ; Huerta, Daniel ; Egly, Peter V.
    In: MPRA Paper.
    RePEc:pra:mprapa:68155.

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25. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Freybote, Julia ; Das, Prashant.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:2:p:160-189.

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26. The closed-end fund puzzle: Management fees and private information. (2015). Lenkey, Stephen L..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:24:y:2015:i:1:p:112-129.

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27. The impacts of investor sentiment on returns and conditional volatility of international stock markets. (2014). Uygur, Utku ; Ta, Oktay .
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:48:y:2014:i:3:p:1165-1179.

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28. An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

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29. Diversification potential of ADRs, country funds and underlying stocks across economic conditions. (2013). Peterburgsky, Stanley ; Yang, Yini .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:3:p:199-219.

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30. Canadian Investors and the Discount on Closed-End Funds. (2013). Wang, Yue ; Lazrak, Skander ; Ayadi, Mohamed ; Ben-Ameur, Hatem .
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:43:y:2013:i:1:p:69-98.

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31. What Makes the VIX Tick?. (2012). Zheng, Lin ; Zhou, Yinggang ; Bailey, Warren .
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32. Noise-trading, costly arbitrage, and asset prices: Evidence from US closed-end funds. (2012). Flynn, Sean.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:1:p:108-125.

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33. The Impact of Business and Consumer Sentiment on Stock Market Returns: Evidence from Brazil. (2010). Soydemir, Gke ; Verma, Rahul ; Calafiore, Pablo .
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34. Managerial Performance and Closed‐End Country Fund Premiums: A Lead or Lag Relationship?. (2010). Branch, Ben ; Ismailescu, Iuliana.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:10:y:2010:i:4:p:433-453.

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35. Around-the-Clock Performance of Closed-End Funds. (2010). Ma, Aixin ; Sawyer, Jill ; Branch, Ben.
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:3:p:1177-1196.

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36. .

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37. The impact of individual and institutional investor sentiment on the market price of risk. (2009). Verma, Rahul ; Soydemir, Gokce.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:1129-1145.

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38. Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience. (2009). Burdekin, Richard ; Burdekin,Richard C. K., ; Redfern, Luke ; Burdekin, Richard C. K., .
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:2:p:246-261.

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39. Using sentiment surveys to predict GDP growth and stock returns. (2008). Guzman, Giselle.
    In: MPRA Paper.
    RePEc:pra:mprapa:36653.

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40. Using sentiment to predict GDP growth and stock returns. (2008). Guzman, Giselle.
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    RePEc:pra:mprapa:36505.

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41. US ADR and Hong Kong H-share discounts of Shanghai-listed firms. (2008). Burdekin, Richard ; Arquette, Gregory C. ; Brown, William O..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:9:p:1916-1927.

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42. Limited participation and the closed-end fund discount. (2007). Lee, BongSoo ; Kim, Youngsoo .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:2:p:381-399.

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43. Identifying regime changes in closed-end fund discounts. (2006). Wohar, Mark ; Hughen, J..
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:30:y:2006:i:1:p:115-132.

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44. Noise vs. News in Equity Returns. (2006). Foad, Hisham ; Chirinko, Bob.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1812.

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45. Does Order Flow Commonality Extend Across Trade Sizes and Securities?. (2006). Hughen, Christopher J. ; McDonald, Cynthia G..
    In: Financial Management.
    RePEc:bla:finmgt:v:35:y:2006:i:1:p:107-128.

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46. Sentiment and the Interpretation of News about Fundamentals. (2005). Flynn, Sean.
    In: Vassar College Department of Economics Working Paper Series.
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47. Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds. (2005). Flynn, Sean.
    In: Vassar College Department of Economics Working Paper Series.
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48. Arbitrage in Closed-end Funds: New Evidence. (2004). Flynn, Sean.
    In: Vassar College Department of Economics Working Paper Series.
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49. Investor Sentiment Measures. (2004). welch, ivo ; Qiu, Lily.
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50. Investor sentiment and the near-term stock market. (2004). Brown, Gregory W. ; CLIFF, MICHAEL T..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27.

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51. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-2.

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52. What Can “Nine‐Eleven” Tell Us about Closed‐end Fund Discounts and Investor Sentiment?. (2003). Fuerst, Michael E. ; Emery, Douglas R. ; Burch, Timothy R..
    In: The Financial Review.
    RePEc:bla:finrev:v:38:y:2003:i:4:p:515-529.

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53. Evidence on the Mean‐Reverting Tendencies of Closed‐End Fund Discounts. (2003). Zumwalt, Kenton J. ; Gasbarro, Dominic ; Johnson, Richard D..
    In: The Financial Review.
    RePEc:bla:finrev:v:38:y:2003:i:2:p:273-291.

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54. On the dual characteristics of closed-end country funds. (2002). Lee, Bong-Soo ; Hong, Gwangheon .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:21:y:2002:i:5:p:589-618.

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55. The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading. (2002). Kellerhals, Philipp B. ; Schobel, Rainer .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:26:y:2002:i:8:p:1615-1643.

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56. Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed?end Funds. (2002). Gemmill, Gordon.
    In: Journal of Finance.
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57. The Information Content of International Portfolio Flows. (2001). Ramadorai, Tarun ; Froot, Kenneth.
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58. Impact of liquidity on premia/discounts in closed-end funds. (2001). Datar, Vinay .
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59. A contingent claim analysis of closed-end fund premia. (2001). Nakamura, Masao ; Korkie, Bob ; Turtle, Harry J..
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60. DIVERGENT EXPECTATIONS AND THE ASIAN FINANCIAL CRISIS OF 1997. (2001). Wright, David J. ; Pan, Ming-Shiun ; Chan, Kam C..
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61. Closed-End Fund Discounts in a Rational Agent Economy. (2000). Spiegel, Matthew I..
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62. Do Incentives Matter? Managerial Contracts for Dual-Purpose Funds. (2000). Zender, Jaime F. ; Michael L. Lemmon, James S. Schallheim,, .
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63. Measuring Bubble Expectations and Investor Confidence. (1999). Shiller, Robert.
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64. How are stock prices affected by the location of trade?. (1999). Froot, Kenneth ; Dabora Emil M., .
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65. Measuring Bubble Expectations and Investor Confidence. (1999). Shiller, Robert.
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66. Country Funds and Asymmetric Information. (1998). Schmukler, Sergio ; Frankel, Jeffrey.
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67. Closed?end funds and sentiment risk. (1998). Severn, Alan K.
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68. Country funds and asymmetric information. (1998). Schmukler, Sergio ; Frankel, Jeffrey.
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69. Closed-end funds and sentiment risk. (1998). Severn, Alan K..
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70. Closed-End Fund Discounts in a Rational Agent Economy. (1997). Spiegel, Matthew .
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71. Country Funds and Asymmetric Information. (1997). Schmukler, Sergio ; Frankel, Jeffrey.
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72. Investor Reaction to Salient News in Closed-End Country Funds. (1996). Lamont, Owen ; Wizman, Thierry A. ; Klibanoff, Peter.
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73. Risk and return in trading closed-end country funds: Can trading beat holding foreign stocks?. (1996). Taylor, Dean ; Arak, Marcelle .
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74. Investor sentiment and the closed-end fund evidence: Impact of the January effect. (1996). Leonard, David C. ; Shull, David M..
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75. Excess Volatility and Closed-End Fund Discounts. (). Smith, Richard ; Bleaney, Michael.
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