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Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry

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Measuring the interdependence between investor sentiment and crude oil returns : new evidence from the CFTC's disaggregated reports

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Trading behaviour connectedness across commodity markets : evidence from the hedgers' sentiment perspective

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The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets

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Calendar anomalies in passion investments : price patterns and profit opportunities

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Investor sentiments and extreme risk spillovers from oil to stock markets : evidence from Asian countries

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Attention spillover in asset pricing

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Attention Spillover in Asset Pricing

Chen, Xin; An, Li; Wang, Zhengwei; Yu, Jianfeng - 2021

Exploiting a screen display feature whereby the order of stock display is determined by the stock listing codes, we lever a novel identification strategy and study the impact of attention spillover on stock prices and turnover. We find that stocks with neighbors on the display that experience...

Persistent link: https://www.econbiz.de/10013246342

Investor sentiment and the mean-variance relation

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