Concepedia

Proxy Variables For Sentiment

Proxy Variables for Sentiment is a scholarly construct in financial econometrics that operationalizes unobservable market sentiment through measurable indicators derived from trading behavior, media, or textual data to enable empirical analysis of investor psychology.

160

Publications

18K

Citations

358

Authors

262

Institutions

Publications per year

2017–2026

82

Parents

Publications

160

Investor Sentiment and the Cross‐Section of Stock Returns

Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 6.1K citations · Full text

, , +14

Investor Sentiment and the Cross-section of Stock Returns

Malcolm Baker, Jeffrey Wurgler · SSRN Electronic Journal · 2003 · 1.5K citations · Full text

, , +15

Sentiment during Recessions

Diego Garcı́a · The Journal of Finance · 2013 · 1.2K citations

, , +17

Investor Sentiment Aligned: A Powerful Predictor of Stock Returns

Dashan Huang, Fuwei Jiang, Jun Tu et al. · Review of Financial Studies · 2014 · 1.1K citations

, , +17

Investor Sentiment in the Stock Market

Malcolm Baker, Jeffrey Wurgler · SSRN Electronic Journal · 2007 · 435 citations · Full text

, , +14

1–5 of 160

Authors

358

  1. MB
    Malcolm Baker

    National Bureau of Economic Research, United States

    4 publications · 8.2K citations

    4

    h-index

  2. GZ
    Guofu Zhou

    Washington University in St. Louis, United States

    4 publications · 1.2K citations

    4

    h-index

  3. JW
    Jeffrey Wurgler

    National Bureau of Economic Research, United States

    4 publications · 8.2K citations

    4

    h-index

  4. DS
    Dehua Shen

    Tianjin University, China

    3 publications · 97 citations

    3

    h-index

  5. CD
    Chi-Hsiou Daniel Hung

    Adam Smith Institute, United Kingdom

    3 publications · 299 citations

    3

    h-index

1–5 of 358

Institutions

262

  1. National Bureau of Economic Research

    Cambridge, United States

    8 h-index

    12 publications

    10.4K citations

  2. Washington University in St. Louis

    St Louis, United States

    4 h-index

    5 publications

    2.3K citations

  3. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    4 h-index

    4 publications

    108 citations

  4. Sungkyunkwan University

    Seoul, South Korea

    4 h-index

    5 publications

    150 citations

  5. Cornell University

    Ithaca, United States

    4 h-index

    5 publications

    261 citations

  6. Yale University

    New Haven, United States

    3 h-index

    7 publications

    441 citations

  7. Chung-Ang University

    Seoul, South Korea

    3 h-index

    3 publications

    79 citations

  8. Swiss Finance Institute

    Zurich, Switzerland

    3 h-index

    4 publications

    104 citations

1–8 of 262

Venues

  1. SSRN Electronic Journal

    Repository · 25 publications · 2.6K citations

    17

    h-index

  2. Finance research letters

    6 publications · 256 citations

    6

    h-index

  3. Journal of Behavioral Finance

    JBF · 6 publications · 212 citations

    6

    h-index

  4. Pacific-Basin Finance Journal

    5 publications · 255 citations

    5

    h-index

  5. Journal of Banking & Finance

    4 publications · 396 citations

    4

    h-index

1–5