Concepedia

Sentiment Trading

Sentiment Trading is a trading strategy in which investors make buy or sell decisions based on prevailing investor or market sentiment, as derived from qualitative or quantitative indicators, rather than on traditional fundamental or technical analysis.

182

Publications

14.4K

Citations

455

Authors

254

Institutions

Publications per year

2017–2026

90

Parents

Publications

182

Investor sentiment and the near-term stock market

Gregory W. Brown, Michael T. Cliff · Journal of Empirical Finance · 2003 · 1.3K citations

, , +14

Market liquidity as a sentiment indicator

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

, , +13

Sentiment analysis on social media for stock movement prediction

Thien Hai Nguyen, Kiyoaki Shirai, Julien Velcin · Expert Systems with Applications · 2015 · 616 citations

, , +16

News impact on stock price return via sentiment analysis

Xiaodong Li, Haoran Xie, Li Chen et al. · Knowledge-Based Systems · 2014 · 504 citations

, , +16

Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility

Bernard Dumas, Alexander Kurshev, Raman Uppal · The Journal of Finance · 2009 · 453 citations

, , +17

1–5 of 182

Authors

455

  1. KK
    Karam Kim

    Sungkyunkwan University, South Korea

    4 publications · 138 citations

    4

    h-index

  2. MU
    Matthias Uhl

    University of Zurich, Switzerland

    4 publications · 125 citations

    4

    h-index

  3. SY
    Steve Y. Yang

    Stevens Institute of Technology, United States

    4 publications · 200 citations

    4

    h-index

  4. BD
    Bernard Dumas

    National Bureau of Economic Research, United States

    4 publications · 669 citations

    4

    h-index

  5. AK
    Alexander Kurshev

    National Bureau of Economic Research, United States

    4 publications · 669 citations

    4

    h-index

1–5 of 455

Institutions

254

  1. National Bureau of Economic Research

    Cambridge, United States

    7 h-index

    10 publications

    1.8K citations

  2. Stevens Institute of Technology

    Hoboken, United States

    7 h-index

    17 publications

    644 citations

  3. Sungkyunkwan University

    Seoul, South Korea

    4 h-index

    9 publications

    326 citations

  4. Chinese Academy of Sciences

    Beijing, China

    4 h-index

    12 publications

    414 citations

  5. Harvard University

    Cambridge, United States

    4 h-index

    6 publications

    2.7K citations

  6. The University of Texas at Austin

    Austin, United States

    4 h-index

    6 publications

    324 citations

  7. Ecole des Hautes Etudes Commerciales du Nord

    Roubaix, France

    3 h-index

    3 publications

    197 citations

  8. Academy of Mathematics and Systems Science

    Beijing, China

    3 h-index

    15 publications

    270 citations

1–8 of 254

Venues

  1. SSRN Electronic Journal

    Repository · 16 publications · 921 citations

    12

    h-index

  2. Emerging Markets Finance and Trade

    6 publications · 143 citations

    6

    h-index

  3. Expert Systems with Applications

    5 publications · 1.1K citations

    5

    h-index

  4. Journal of Behavioral Finance

    JBF · 5 publications · 87 citations

    5

    h-index

  5. The Journal of Portfolio Management

    JPM · 4 publications · 150 citations

    4

    h-index

1–5