This paper examines the role of institutional investor sentiment in determination of the beta-return relation. Empirical evidence documents a positive (negative) beta-return relation over bearish (bullish) periods, implying that institutional investors can also be sentiment traders
This paper examines whether momentum profit and institutional holdings are related. The empirical re...
In the past few years, there has been a large increase in portfolio capital flows into emerging mark...
This paper examines the effect of institutional investors on the trading volume reaction to manageme...
This paper examines the role of institutional investor sentiment in determination of the beta-return...
This paper investigates the role of institutional investor sentiment in the mean–variance relation. ...
YesThis paper investigates the role of institutional investor sentiment in the mean–variance relatio...
Previous research suggests that individual investor sentiment has incremental explanatory power for ...
We use daily survey data on Chinese institutional investors’ forecasts to measure investors' sentime...
Although a cornerstone of traditional finance theory, empirical evidence in support of a positive me...
YesAlthough a cornerstone of traditional finance theory, empirical evidence in support of a positiv...
Studies on investor sentiment are mostly focused on the stock market, but little attention has been ...
We examine how investor sentiment affects the changes in implied volatility, and discover investor s...
My dissertation consists of two essays related to institutional investors and financial statement an...
Thesis (Ph.D.), Department of Finance and Management Science, Washington State UniversityThis disser...
[[abstract]]This paper investigates the causal relationships between sentiment and returns under dif...
This paper examines whether momentum profit and institutional holdings are related. The empirical re...
In the past few years, there has been a large increase in portfolio capital flows into emerging mark...
This paper examines the effect of institutional investors on the trading volume reaction to manageme...
This paper examines the role of institutional investor sentiment in determination of the beta-return...
This paper investigates the role of institutional investor sentiment in the mean–variance relation. ...
YesThis paper investigates the role of institutional investor sentiment in the mean–variance relatio...
Previous research suggests that individual investor sentiment has incremental explanatory power for ...
We use daily survey data on Chinese institutional investors’ forecasts to measure investors' sentime...
Although a cornerstone of traditional finance theory, empirical evidence in support of a positive me...
YesAlthough a cornerstone of traditional finance theory, empirical evidence in support of a positiv...
Studies on investor sentiment are mostly focused on the stock market, but little attention has been ...
We examine how investor sentiment affects the changes in implied volatility, and discover investor s...
My dissertation consists of two essays related to institutional investors and financial statement an...
Thesis (Ph.D.), Department of Finance and Management Science, Washington State UniversityThis disser...
[[abstract]]This paper investigates the causal relationships between sentiment and returns under dif...
This paper examines whether momentum profit and institutional holdings are related. The empirical re...
In the past few years, there has been a large increase in portfolio capital flows into emerging mark...
This paper examines the effect of institutional investors on the trading volume reaction to manageme...
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