Sentiment-Based Mispricing is a financial market phenomenon in which asset prices deviate from their fundamental values due to the systematic influence of investor sentiment, leading to sustained overvaluation or undervaluation driven by psychological biases rather than rational economic assessments.
261
Publications
22.3K
Citations
550
Authors
390
Institutions
Publications per year
2017–2026
117
Parents
Publications
261
Investor Sentiment and the Cross-section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · SSRN Electronic Journal · 2003 · 1.5K citations · Full text
Investor Sentiment and the Closed-End Fund Puzzle
Charles M.C. Lee, Andrei Shleifer, Richard H. Thaler · The Journal of Finance · 1991 · 1.4K citations · Full text
Hedge Funds and the Technology Bubble
Markus K. Brunnermeier, Stefan Nagel · The Journal of Finance · 2004 · 1.2K citations · Full text
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Robert F. Stambaugh, Jianfeng Yu, Yu Yuan · The Journal of Finance · 2015 · 999 citations
Robert F. Stambaugh, Yu Yuan · Review of Financial Studies · 2016 · 925 citations · Full text
1–5 of 261
Authors
550
- JY
7
h-index
- RF
6
h-index
- YY
6
h-index
- CY
5
h-index
- QJ
4
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1–5 of 550
Institutions
390
National Bureau of Economic Research
Cambridge, United States
15 h-index
27 publications
5.4K citations
South China University of Technology
Guangzhou, China
7 h-index
12 publications
288 citations
University of California, Los Angeles
Los Angeles, United States
7 h-index
8 publications
680 citations
University of Pennsylvania
Philadelphia, United States
7 h-index
9 publications
2.9K citations
Institutes of Science and Development
Beijing, China
5 h-index
9 publications
756 citations
Chinese Academy of Sciences
Beijing, China
5 h-index
9 publications
756 citations
Old Dominion University
Norfolk, United States
5 h-index
6 publications
527 citations
Shenzhen University
Shenzhen, China
4 h-index
7 publications
220 citations
1–8 of 390
Venues
- SSRN Electronic Journal
Repository · 36 publications · 3.2K citations
20
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- Finance research letters
14 publications · 662 citations
12
h-index
- Journal of Banking & Finance
11 publications · 1.5K citations
11
h-index
- The North American Journal of Economics and Finance
9 publications · 262 citations
9
h-index
- International Review of Economics & Finance
8 publications · 243 citations
8
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1–5