Energy Economics · 2019 · 77 citations · 60 references
BusinessBusiness EconomicsEconomicsCausal InferenceEconometricsFinancial EconomicsAsset Return ModelingCapital MarketsCointegration AnalysisCommodity Price DynamicsInvestmentOil EconomicsCrude Oil MarketsGranger Causality AnalysisLong-run CausalityOil Price ForecastingOil Price ShocksOil Price VolatilityOil Prices
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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