Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam

Prospect Theory: An Analysis of Decision under Risk

Daniel Kahneman, Amos Tversky · Econometrica · 1979 · 47K citations

Business, Decision Sciences, Insurance +17

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

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

Natural Sciences, Biostatistics, Statistical Modeling +8

Efficient Tests for an Autoregressive Unit Root

Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations

Computing, Economics, Econometrics +15

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

Social Sciences, Economics, Finance +17