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Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan

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

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S&P futures returns and contrary sentiment indicators
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A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler,…
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Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
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A New Index of Uncertainty Based on Internet Searches: A Friend or Foe of Other Indicators?

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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