Pacific-Basin Finance Journal · 2016 · 45 citations · 54 references
BusinessEconomicsFinanceEnergy EconomicsFinancial EconomicsTime Series AnalysisEnergy Commodity MarketsFutures MarketsInvestor SentimentMarket SentimentNews MediaSentiment AnalysisEnergy Futures MarketsFinancial News SentimentJump DynamicsPrice Jump DetectionSentiment-based MispricingSentiment-based Trading SignalsSentiment-driven Trading
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Investor Sentiment and the Cross‐Section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 6.1K citations · Full text