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Sentiment and stock characteristics : comprehensive study of individual investor influence on returns, volatility, and trading volumes

Kresta, Aleš; Xiong, Jialei; Maidiya, Bahate - In: Business systems research : a system view accross … 15 (2024) 2, pp. 67-82

returns and a negative relationship with volatility and trading volume. Conclusions Our study contributes to understanding the …

Persistent link: https://www.econbiz.de/10015108409

Investors' perceptions on trading volume and stock return volatility in Indian stock market

Mahender; Aggarwal, Shalini; Verma, H. L. - In: The IUP journal of applied economics 13 (2014) 4, pp. 52-73

Persistent link: https://www.econbiz.de/10010438487

Stock market return predictability : Google pessimistic sentiments versus fear gauge

Habibah, Ume; Rajput, Suresh Kumar Oad; Sadhwani, Ranjeeta - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

This study aims at comparing Google Search Volume Indices (GSVIs—including market crash and bear market) and VIX (Investor Fear Gauge Index) in terms of explaining the S&P 500 returns. The VIX is found a more robust predictor of stock market returns than Google indices, and it does granger...

Persistent link: https://www.econbiz.de/10011886968

Attention effect via internet search intensity in Asia-Pacific stock markets

Tantaopas, Parkpoom; Padungsaksawasdi, Chaiyuth; … - In: Pacific-Basin finance journal 38 (2016), pp. 107-124

Persistent link: https://www.econbiz.de/10011669069

Investors' Perceptions on Trading Volume and Stock Return Volatility in Indian Stock Market

Mahender - 2015

The present study aims to examine the investor's perception on trading volume and stock return volatility in Indian … volatility. The main implication of this study is for the investors and portfolio managers, as a majority of the respondents show … strong willingness to use trading volume and stock return volatility as an informational tool. Therefore, this study suggests …

Persistent link: https://www.econbiz.de/10013015882

In search of COVID-19 and stock market behavior

Chundakkadan, Radeef; Nedumparambil, Elizabeth - In: Global finance journal 54 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013470092

Trading volume, price momentum, and the 52-week high price momentum strategy in the Saudi stock market

Alsubaie, Abdullah; Najand, Mohammad - In: The international journal of finance 21 (2009) 1, pp. 5070-5096

Persistent link: https://www.econbiz.de/10009384470

Empirical essays on the stock market impact of limited investor attention

Jacobs, Heiko - 2011

Persistent link: https://www.econbiz.de/10009541595

Trading volume levels and stock returns : empirical behavioral analysis

Moatemri, Ouarda; El-Bori, Abdelfeteh - In: International journal of economics and financial issues … 7 (2017) 3, pp. 632-638

Persistent link: https://www.econbiz.de/10011822931

Decoding High-Volume Stock Momentum : Disagreement or Disposition?

Jin, Jianjian; Zhang, Qunzi - 2022

Since Lee and Swaminathan (2000) find that high-volume stocks tend to have high stock momentum, there have been several studies investigating this phenomenon, but none of them have reached a firm conclusion about what the underlying driver is. In this paper, we empirically test two competing...

Persistent link: https://www.econbiz.de/10014244951