1. Managerial pessimism and investment in corporate social responsibility. (2025). Kim, Jae B ; Koo, Kwangjoo.
   In: Journal of Business Research.
   RePEc:eee:jbrese:v:186:y:2025:i:c:s0148296324004570.

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2. Does the stock market anticipate events and supreme court decisions in corporate cases?. (2024). Suslava, Kate ; Govindaraj, Suresh ; Davis, Yehuda.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000188.

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3. Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis. (2024). Ali, Shoaib ; Bejaoui, Azza ; Yousaf, Imran.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006306.

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4. Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Yarovaya, Larisa ; Hanifa, Abu ; Karim, Muhammad Mahmudul.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

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5. The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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6. Digital Financial Literacy and Its Impact on Financial Skills and Financial Goals in Indonesia’s Digital Payment Ecosystem. (2024). Dahlan, Sahara Putri ; Fahlevi, Mochammad ; Dandi, Mochamad ; Ardini, Lilis.
   In: Economic Studies journal.
   RePEc:bas:econst:y:2024:i:7:p:181-199.

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7. 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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8. .

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9. On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and Russia–Ukraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w.

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10. Financial returns to corporate brand extensions: does typicality matter?. (2023). Hanssens, Dominique ; Sezen, Burcu.
    In: Journal of Marketing Analytics.
    RePEc:pal:jmarka:v:11:y:2023:i:3:d:10.1057_s41270-023-00220-y.

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11. Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634.

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12. Momentum turning points. (2023). Mazzoleni, Michele G ; Harvey, Campbell R ; Goulding, Christian L.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:149:y:2023:i:3:p:378-406.

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13. Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. (2023). Yarovaya, Larisa ; Ali, Md Hakim ; Karim, Muhammad Mahmudul ; Hammoudeh, Shawkat ; Uddin, Md Hamid.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106.

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14. Overnight returns of industry exchange?traded funds, investor sentiment, and futures market returns. (2022). Lee, Hsiuchuan ; Liao, Tzuhsiang.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1114-1134.

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15. Investor Sentiment in Asset Pricing Models: A Review. (2022). Lis, Szymon.
    In: Working Papers.
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16. Mediating Role of Risk Perception Between Behavioral Biases and Investor’s Investment Decisions. (2022). Kanwal, Shamsa ; Khan, Mubashir Ali ; Saleem, Qasim ; Rasool, Shahid ; Ahmed, Zeeshan.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221097394.

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17. Is Deep-Learning and Natural Language Processing Transcending the Financial Forecasting? Investigation Through Lens of News Analytic Process. (2022). Khalil, Faisal ; Pipa, Gordon.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:1:d:10.1007_s10614-021-10145-2.

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18. Dynamic optimization for multi-goals wealth management. (2022). Srivastav, Deep ; Radhakrishnan, Anand ; Ostrov, Daniel ; Das, Sanjiv R.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426621001515.

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19. Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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20. Investor sentiment and mean-variance relation: Evidence from emerging futures markets. (2022). Young, Martin ; Kabir, Humayun M ; Pok, Wei Fong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003974.

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21. What do we know about the idiosyncratic risk of clean energy equities?. (2022). Phani, B V ; Sadorsky, Perry ; Ahmad, Wasim ; Roy, Preeti.
    In: Energy Economics.
    RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003218.

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22. The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200127x.

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23. Testing technical trading strategies on Chinas equity ETFs: A skewness perspective. (2022). Jin, Xiaoye.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000728.

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24. A continuous heterogeneous-agent model for the co-evolution of asset price and wealth distribution in financial market. (2022). Zhang, Xiaoqi ; Zhao, Zhijun.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921008973.

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25. Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas.
    In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
    RePEc:abg:anprac:v:26:y:2022:i:5:1524.

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26. .

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27. Estimating real?world probabilities: A forward?looking behavioral framework. (2021). Crisostomo, Ricardo .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1797-1823.

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28. Do overnight returns explain firm-specific investor sentiment in China?. (2021). Guo, Shuxin ; Liu, Qiang ; Zhou, Xuemei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:451-477.

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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. Sell-side analyst reports and decision-maker reactions: Role of heuristics. (2021). Lima, Fabiano Guasti ; Machado, Andre.
    In: Journal of Behavioral and Experimental Finance.
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31. The People versus the Markets: A Parsimonious Model of Inflation Expectations. (2021). Reis, Ricardo.
    In: CEPR Discussion Papers.
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32. Bitcoin and sentiment. (2020). Shefrin, Hersh ; Park, Haehean ; Jo, Hoje.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:12:p:1861-1879.

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33. Is there a risk and return relation?. (2020). , Suzanne ; McMillan, Fiona J.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:26:y:2020:i:11:p:1075-1101.

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34. BEHAVIOURS IN THE STOCK MARKET - AN EMPIRICAL STUDY. (2020). Mai, Nhat Chi.
    In: OSF Preprints.
    RePEc:osf:osfxxx:ypq8m.

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35. The cross-over effect of irrational sentiments in housing, commercial property, and stock markets. (2020). Füss, Roland ; Russ, Isabel Nina ; Hanle, Benjamin ; Fuss, Roland ; ROLAND FÜSS, ; Das, Prashant.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300674.

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36. Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

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37. The People versus the Markets: A Parsimonious Model of Inflation Expectations. (2020). Reis, Ricardo.
    In: Discussion Papers.
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38. Rational Finance Approach to Behavioral Option Pricing. (2020). Fabozzi, Frank J ; Shirvani, Abootaleb ; Dai, Jiexin.
    In: Papers.
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39. .

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40. Volatility index and the return–volatility relation: Intraday evidence from Chinese options market. (2019). Yu, Xiaoli ; Li, Jupeng ; Luo, Xingguo.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:39:y:2019:i:11:p:1348-1359.

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41. Economic Foundations for Finance. (2019). Elmiger, Sabine ; Hens, Thorsten.
    In: Springer Texts in Business and Economics.
    RePEc:spr:sptbec:978-3-030-05427-4.

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42. Asymmetric relationship between implied volatility, index returns and trading volume: an application of quantile regression model. (2019). Roy, Preeti ; Siddiqui, Saif.
    In: DECISION: Official Journal of the Indian Institute of Management Calcutta.
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43. Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators. (2019). Tkach, Kateryna ; Recchioni, Maria Cristina ; Mariani, Francesca ; Ciaschini, Clio.
    In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - Italian Review of Economics, Demography and Statistics.
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44. Mutual Fund Styles and Clientele-Specific Performance Evaluation. (2019). Kammoun, Manel ; Chrtien, Stphane .
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:11:y:2019:i:12:p:89.

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45. An Analysis on the Effects of Economic Conditions on Investment Behavior: Focusing on Level of Finance Knowledge, Income-Expenditure Balance and Liquidity Constraints. (2019). Park, Sang-Bum ; Han, Kil Woo.
    In: International Journal of Economics and Finance.
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46. Stochastic asset price dynamics and volatility using a symmetric supply and demand price equation. (2019). Caginalp, Gunduz.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:807-824.

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47. Manager sentiment and stock returns. (2019). Zhou, Guofu ; Martin, Xiumin ; Lee, Joshua ; Jiang, Fuwei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149.

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48. Does investor risk perception drive asset prices in markets? Experimental evidence. (2019). Zeisberger, Stefan ; Palan, Stefan ; Huber, Jurgen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302109.

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49. Market sentiment and firm investment decision-making. (2019). Uddin, Moshfique ; Lu, Qinye ; Adomako, Samuel ; Amankwah-Amoah, Joseph ; Lartey, Theophilus ; Danso, Albert.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:66:y:2019:i:c:s105752191830766x.

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50. Manager Sentiment and Stock Market Volatility. (2018). GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201853.

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51. The pricing kernel puzzle: survey and outlook. (2018). Jackwerth, Jens Carsten ; Cuesdeanu, Horatio.
    In: Annals of Finance.
    RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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52. Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62.

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53. Animal spirits in financial markets: Experimental evidence. (2018). Ilomäki, Jukka ; Laurila, Hannu ; Ilomaki, Jukka.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:20:y:2018:i:c:p:99-104.

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54. Traditional or behavioral finance?. (2018). Nedev, Bozhidar.
    In: Economic Thought journal.
    RePEc:bas:econth:y:2018:i:3:p:113-134.

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55. Measuring Investor Sentiment. (2018). Zhou, Guofu.
    In: Annual Review of Financial Economics.
    RePEc:anr:refeco:v:10:y:2018:p:239-259.

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56. Does behavioural theory explain return-implied volatility relationship? Evidence from India. (2017). Chakrabarti, Prasenjit ; McMillan, David ; Kumar, Kiran K.
    In: Cogent Economics & Finance.
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57. Irrationality and Term Structure Anomaly. (2017). Kuo, Doun I.
    In: Proceedings of Economics and Finance Conferences.
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58. Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle. (2017). Härdle, Wolfgang ; Kratschmer, Volker ; Hardle, Wolfgang K ; Grith, Maria .
    In: Review of Finance.
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59. Modeling Psychology in Islamic Wealth Management. (2017). Al-Abbadi, Ahmed Hamed ; Abdullah, Adam.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:64-85.

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60. Affect-based stock investment decision: The role of affective self-affinity. (2017). Usul, Naime ; Kiessling, Timothy ; Ozdemir, Ozlem .
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:68:y:2017:i:c:p:97-109.

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61. Overconfidence Bias, Over/Under-reaction of Financial Analysts on the Tunisian Stock Market, and Their Impacts on the Earnings Forecasts. (2017). Bouteska, Ahmed ; Regaieg, Boutheina.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-02-28.

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62. Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?. (2017). Bhamra, Harjoat ; Uppal, Raman.
    In: CEPR Discussion Papers.
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63. On the applicability of maximum likelihood methods: From experimental to financial data. (2016). Jakusch, Sven Thorsten .
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:148.

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64. Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011). (2016). Jakusch, Sven Thorsten ; Hackethal, Andreas ; Meyer, Steffen.
    In: SAFE Working Paper Series.
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65. RISK-FREE RATES AND ANIMAL SPIRITS IN FINANCIAL MARKETS. (2016). Ilomaki, Jukka.
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500111.

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66. Optimal prediction of resistance and support levels. (2016). Peskir, G ; de Angelis, T.
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:23:y:2016:i:6:p:465-483.

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67. Location and Innovation Optimism: a Behavioral-Experimental Approach. (2016). Alventosa, A ; Vila, J ; Martinez-Moles, V ; Gomez, Y.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:7:y:2016:i:4:d:10.1007_s13132-015-0291-2.

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68. Entrepreneurial Under-Diversification: Over Optimism and Overconfidence. (2016). Savioli, Marco ; Pattitoni, Pierpaolo ; Cervellati, Enrico Maria ; Yazdipour, Rassoul .
    In: Working Paper series.
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69. Do Individual Behavioral Biases Affect Financial Markets and the Macroeconomy?. (2016). Bhamra, Harjoat ; Uppal, Raman.
    In: 2016 Meeting Papers.
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70. Buy and sell signals on Bucharest Stock Exchange. (2016). Stefanescu, Rzvan ; Dumitriu, Ramona.
    In: MPRA Paper.
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71. Subjective Belief Distributions and the Characterization of Economic Literacy. (2016). Lau, Morten ; Harrison, Glenn ; di Girolamo, Amalia ; Swarthout, Todd J.
    In: IZA Discussion Papers.
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72. Institutional herding and risk–return relationship. (2016). Huang, Teng-Ching ; Lin, Bing-Huei ; Wu, Ching-Chih.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:69:y:2016:i:6:p:2073-2080.

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73. Asymmetries of the intraday return-volatility relation. (2016). Tourani-Rad, Alireza ; Frijns, Bart ; Badshah, Ihsan ; Knif, Johan.
    In: International Review of Financial Analysis.
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74. Subjective Belief Distributions and the Characterization of Economic Literacy. (2015). Swarthout, Todd J ; Lau, Morten I ; Harrison, Glenn W ; di Girolamo, Amalia.
    In: Experimental Economics Center Working Paper Series.
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75. Subjective belief distributions and the characterization of economic literacy. (2015). Lau, Morten ; Harrison, Glenn ; Swarthout, Todd J ; di Girolamo, Amalia.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
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76. Survey sentiment and interest rate option smile. (2015). Chen, Cathy Yi-Hsuan ; Kuo, I-Doun, .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:37:y:2015:i:c:p:125-137.

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77. Predictability of stock returns of financial companies and the role of investor sentiment: A multi-country analysis. (2015). Kadilli, Anjeza .
    In: Journal of Financial Stability.
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78. Can utility optimization explain the demand for structured investment products?. (2014). Rieger, Marc Oliver ; Hens, Thorsten.
    In: Quantitative Finance.
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79. Analogy Making and the Structure of Implied Volatility Skew. (2014). Siddiqi, Hammad.
    In: MPRA Paper.
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80. Evidence for Relational Contracts in Sovereign Bank Lending. (2014). Ilut, Cosmin ; Benczur, Peter.
    In: NBER Working Papers.
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81. What explains deviations in the unbiased expectations hypothesis? Market irrationality vs. the peso problem. (2014). Chen, Cathy Yi-Hsuan ; Chiang, Thomas C. ; Kuo, I-Doun, .
    In: Journal of International Financial Markets, Institutions and Money.
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82. Speculative Asset Prices (Nobel Prize Lecture). (2014). Shiller, Robert.
    In: Cowles Foundation Discussion Papers.
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83. Analogy Making and the Structure of Implied Volatility Skew. (2014). Siddiqi, Hammad.
    In: Risk and Sustainable Management Group Working Papers.
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84. Analogy Making and the Puzzles of Index Option Returns and Implied Volatility Skew: Theory and Empirical Evidence. (2014). Siddiqi, Hammad.
    In: Risk and Sustainable Management Group Working Papers.
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85. Speculative Asset Prices. (2014). Shiller, Robert.
    In: American Economic Review.
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86. Mental Accounting: A Closed-Form Alternative to the Black Scholes Model. (2013). Siddiqi, Hammad.
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87. Analogy Making, Option Prices, and Implied Volatility. (2013). Siddiqi, Hammad.
    In: MPRA Paper.
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88. Bubbles, Crises, and Heterogeneous Beliefs. (2013). Xiong, Wei.
    In: NBER Working Papers.
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89. Customer satisfaction as a buffer against sentimental stock-price corrections. (2013). Pennings, Joost ; Hoffmann, Arvid ; Merrin, Robert.
    In: Marketing Letters.
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90. Reference Dependent Preferences and the EPK Puzzle. (2013). Härdle, Wolfgang ; Grith, Maria ; Hardle, Wolfgang Karl ; Kratschmer, Volker.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-023.

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91. Characterizing Financial and Statistical Literacy. (2013). Swarthout, J. ; Lau, Morten ; Harrison, Glenn ; di Girolamo, Amalia.
    In: Experimental Economics Center Working Paper Series.
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92. Prospect theory, the disposition effect, and asset prices. (2013). Yang, Liyan ; Li, Yan.
    In: Journal of Financial Economics.
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