Housing price dynamics: The impact of stock market sentiment and the spillover effect

Dynamic Conditional Correlation

Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations

Business, Finance, Econometrics +16

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

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Francis X. Diebold, Kamil Yılmaz · The Economic Journal · 2008 · 3K citations

Business, Economics, Finance +15

The short of it: Investor sentiment and anomalies

Robert F. Stambaugh, Jianfeng Yu, Yu Yuan · Journal of Financial Economics · 2011 · 1.8K citations · Full text

Business, Economics, Finance +12

Investor sentiment and the near-term stock market

Gregory W. Brown, Michael T. Cliff · Journal of Empirical Finance · 2003 · 1.3K citations

Business, Economics, Finance +14