Concepedia

Sentiment Indices

Sentiment Indices is a quantitative metric that measures the prevailing emotional or psychological state of market participants toward a financial asset or market, derived from aggregated data such as trading behavior, news, or social media, to indicate bullishness, bearishness, or neutrality.

365

Publications

21.3K

Citations

956

Authors

520

Institutions

Publications per year

2017–2026

230

Variants

Market Sentiment Indices

Parents

Publications

365

Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web

Sanjiv Ranjan Das, Mike Y. Chen · Management Science · 2007 · 1.4K citations

, , +17

Market liquidity as a sentiment indicator

Malcolm Baker, Jeremy C. Stein · Journal of Financial Markets · 2004 · 1.3K citations

, , +13

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

Manager sentiment and stock returns

Fuwei Jiang, Joshua Lee, Xiumin Martin et al. · Journal of Financial Economics · 2018 · 721 citations

, , +17

Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”

Xue Zhang, Hauke Fuehres, Peter A. Gloor · Procedia - Social and Behavioral Sciences · 2011 · 639 citations · Full text

, , +13

1–5 of 365

Authors

956

  1. FJ
    Fuwei Jiang

    Central University of Finance and Economics, China

    4 publications · 1.9K citations

    4

    h-index

  2. RG
    Rangan Gupta

    University of Pretoria, South Africa

    4 publications · 124 citations

    4

    h-index

  3. GZ
    Guofu Zhou

    Washington University in St. Louis, United States

    4 publications · 1.9K citations

    4

    h-index

  4. JF
    John F. Gaski

    University of Notre Dame, United States

    3 publications · 362 citations

    3

    h-index

  5. RK
    Raymond Kan

    University of Toronto, Canada

    3 publications · 347 citations

    3

    h-index

1–5 of 956

Institutions

520

  1. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    6 h-index

    8 publications

    648 citations

  2. Federal Reserve

    Washington D.C., United States

    6 h-index

    9 publications

    314 citations

  3. National Bureau of Economic Research

    Cambridge, United States

    5 h-index

    7 publications

    1.7K citations

  4. Massachusetts Institute of Technology

    Cambridge, United States

    5 h-index

    13 publications

    2.4K citations

  5. Santa Clara University

    Santa Clara, United States

    5 h-index

    6 publications

    1.6K citations

  6. Cornell University

    Ithaca, United States

    5 h-index

    8 publications

    561 citations

  7. Central University of Finance and Economics

    Beijing, China

    5 h-index

    7 publications

    937 citations

  8. University of Chinese Academy of Sciences

    Beijing, China

    4 h-index

    10 publications

    935 citations

1–8 of 520

Venues

  1. SSRN Electronic Journal

    Repository · 27 publications · 828 citations

    16

    h-index

  2. Journal of Behavioral Finance

    JBF · 10 publications · 460 citations

    10

    h-index

  3. International Review of Financial Analysis

    IRFA · 8 publications · 475 citations

    8

    h-index

  4. Journal of Forecasting

    6 publications · 208 citations

    6

    h-index

  5. Applied Economics

    6 publications · 184 citations

    6

    h-index

1–5