Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets

Investor Sentiment and the Cross‐Section of Stock Returns

Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 5.9K citations · Full text

Measuring and Testing the Impact of News on Volatility

Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations

Volatility Modeling, Volatility Estimates, Engineering +11

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

Tim Bollerslev, Jeffrey M. Wooldridge · Econometric Reviews · 1992 · 3.3K citations

Parameter Identification, Parameter Estimation, Engineering +14

Permanent and Temporary Components of Stock Prices

Eugene F. Fama, Kenneth R. French · Journal of Political Economy · 1988 · 3.1K citations

Positive Feedback Investment Strategies and Destabilizing Rational Speculation

J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · The Journal of Finance · 1990 · 2.2K citations · Full text

Destabilizing Rational Speculation, Market Microstructure, Asset Pricing +16