Discussion paper DP17370 Relative Investor Sentiment Measurement Xiang Gao Kees Koedijk Thomas Walther Zhan Wang 9 Jun 2022 Financial Economics G12 G14
Discussion paper DP15682 Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media Marlene Amstad Leonardo Gambacorta Chao He Fan Dora Xia 18 Jan 2021 Financial Economics F13 F14 G15 D80 C45 C55
Discussion paper DP14813 Inside the Mind of a Stock Market Crash Stefano Giglio Matteo Maggiori Johannes Ströbel Stephen P. Utkus 25 May 2020 Financial Economics International Macroeconomics and Finance Monetary Economics and Fluctuations Public Economics G11 G12 R30
Discussion paper DP14573 Firm-Level Exposure to Epidemic Diseases: Covid-19, SARS, and H1N1 Tarek Hassan Stephan Hollander Laurence van Lent Markus Schwedeler Ahmed Tahoun 6 Apr 2020 Financial Economics International Macroeconomics and Finance Macroeconomics and Growth Monetary Economics and Fluctuations I15 I18 D22 G15 E0 F0
Discussion paper DP14253 The Global Impact of Brexit Uncertainty Tarek Hassan Laurence van Lent Stephan Hollander Ahmed Tahoun 26 Dec 2019 Financial Economics International Macroeconomics and Finance Macroeconomics and Growth D8 E22 E24 E32 E6 F0 G18 G32 G38 H32
Discussion paper DP13857 Sentiment and Speculation in a Market with Heterogeneous Beliefs Ian Martin 13 Jul 2019 Financial Economics Monetary Economics and Fluctuations G11 G12 G13 G02 E44
Discussion paper DP13454 Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment Can Gao Ian Martin 15 Jan 2019 Financial Economics Monetary Economics and Fluctuations G10 G12 G14
Discussion paper DP12686 Betting Against Correlation: Testing Theories of the Low-Risk Effect Niels Joachim Gormsen Lasse Heje Pedersen 5 Feb 2018 Financial Economics G02 G12 G14 G15