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Sentiment dynamics and stock returns: the case of the German stock market

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Chinese institutional investors’ sentiment
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Investor sentiment and the near-term stock market
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Investor sentiment and stock returns: Some international evidence
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Noise trading and stock market volatility
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Stock market volatility, excess returns, and the role of investor sentiment
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The impact of rational and irrational sentiments of individual and institutional investors on DJIA and S&P500 index returns
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Investor Sentiment and Asset Valuation
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Data mining reconsidered: encompassing and the general‐to‐specific approach to specification search
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The Limits of Arbitrage
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Investor Sentiment and the Cross‐Section of Stock Returns
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Market Response to Investor Sentiment
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Global, Local, and Contagious Investor Sentiment
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Investor Sentiment and the Near-Term Stock Market
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Noise
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Do Measures of Investor Sentiment Predict Returns?

What points at this work

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