SSRN Electronic Journal · 2011 · 65 citations · 30 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsBehavioral Asset PricingCapital MarketsInvestmentInvestor SentimentMarket SentimentStock MarketsEffective SpreadIntraday Return DynamicsIntraday TradingInvestor Sentiment EffectsInvestor Trading BehaviorPrice ReversalsRetail Investor SentimentTrading Day Effects
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Noise Trader Risk in Financial Markets
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text
Investor Sentiment and the Cross‐Section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 6.1K citations · Full text
Asset pricing with liquidity risk
Viral V. Acharya, Lasse Heje Pedersen · Journal of Financial Economics · 2005 · 2.9K citations
Investor Sentiment and the Cross-section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · SSRN Electronic Journal · 2003 · 1.5K citations · Full text