Measuring investor sentiment in equity markets

Investor Sentiment and the Cross‐Section of Stock Returns

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

Business, Economics, Finance +14

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

Business, Economics, Finance +14

The Investor Fear Gauge

Robert E. Whaley · The Journal of Portfolio Management · 2000 · 1.1K citations

Business, Economics, Finance +12

Investor Sentiment and Stock Returns

Kenneth L. Fisher, Meir Statman · Financial Analysts Journal · 2000 · 642 citations

Business, Economics, Finance +15

Do Measures of Investor Sentiment Predict Returns?

Robert Neal, Simon M. Wheatley · Journal of Financial and Quantitative Analysis · 1998 · 518 citations

Business, Economics, Finance +17