Home

Sentiment

"Now sentiment is a very important concept in behavioral finance. A consistent theme in this book is that sentiment is the reflection of heuristic-driven bias."
Shefrin (2000)

New:
KAPLANSKI, Guy, and Haim LEVY, Sentiment and Stock Prices: The Case of Aviation Disasters, Journal of Financial Economics, forthcoming 2009.
KAPLANSKI, Guy, and Haim LEVY, Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market, Journal of Financial and Quantitative Analysis, forthcoming 2009.

• , J.D.&.#.3.9.;.A.R.M.S. and D. JACOBSON, 2000. Sentiment and Value*. Ethics. [Cited by 44] (5.02/year)
• ABU-LUGHOD, L., 2000. [BOOK] Veiled sentiments: Honor and poetry in a Bedouin society. [Cited by 659] (75.24/year)
• ABU-LUGHOD, L., 1986. Veiled sentiments. University of California Press Berkeley. [Cited by 170] (7.47/year)
• ALEXANDER, K.L., D.R. ENTWISLE and M.S. THOMPSON, 1987. School performance, status relations, and the structure of sentiment: Bringing the teacher back in. American Sociological Review. [Cited by 118] (5.42/year)
• AVERY, C. and J. CHEVALIER, 1999. Identifying Investor Sentiment from Price Paths: The Case of Football Betting*. The Journal of Business. [Cited by 57] (5.84/year)
• BAIER, A., 1994. [BOOK] A progress of sentiments: reflections on Hume's Treatise. [Cited by 134] (9.08/year)
• BAKER, M. and J. WURGLER, 2007. Investor sentiment in the stock market. Journal of Economic Perspectives. [Cited by 69] (39.24/year)
• BAKER, M. and J.C. STEIN, 2004. Market liquidity as a sentiment indicator. Journal of Financial Markets. [Cited by 180] (37.83/year)
• BARBERIS, N., A. SHLEIFER and R. VISHNY, 1998. A model of investor sentiment. Journal of Financial Economics. [Cited by 1393] (129.48/year)
• BEITZ, C.R., 1983. Cosmopolitan ideals and national sentiment. The Journal of Philosophy. [Cited by 66] (2.56/year)
• BERGMAN, N.K. and D. JENTER, 2007. Employee sentiment and stock option compensation. Journal of Financial Economics. [Cited by 48] (27.30/year)
• BERNHEIMER, R., 1952. Wild men in the Middle Ages: a study in art, sentiment, and demonology. Harvard University Press. [Cited by 58] (1.02/year)
• BODURTHA, J.N. and D.S. KIM, 1995. Closed-end country funds and US market sentiment. Review of Financial Studies. [Cited by 166] (12.07/year)
• BOURDIEU, P., 1966. The sentiment of honour in Kabyle society. Honour and shame: The values of Mediterranean society. [Cited by 127] (2.97/year)
• BRAM, J. and S. LUDVIGSON, 1998. Does consumer confidence forecast household expenditure? A sentiment index horse race. Economic Policy Review. [Cited by 95] (8.83/year)
• BRIFFAULT, R., 1927. The mothers: a study of the origins of sentiments and institutions. The Macmillan Co. [Cited by 58] (0.71/year)
• BRISSENDEN, R.F., 1974. Virtue in distress: studies in the novel of sentiment from Richardson to Sade. Macmillan. [Cited by 44] (1.27/year)
• BROWN, G.W., 1999. Volatility, sentiment, and noise traders. Financial Analysts Journal. [Cited by 48] (4.92/year)
• BROWN, G.W. and M.T. CLIFF, 2004. Investor sentiment and the near-term stock market. Journal of Empirical Finance. [Cited by 90] (18.91/year)
• BROWN, G.W. and M.T. CLIFF, 2005. Investor Sentiment and Asset Valuation*. The Journal of Business. [Cited by 80] (21.29/year)
• BROWN, S.J., et al., 2003. Investor sentiment in Japanese and US daily mutual fund flows. NBER WORKING PAPER SERIES. [Cited by 43] (7.47/year)
• CANNON, A., et al., 1989. The Historical Dimension in Mortuary Expressions of Status and Sentiment [and Comments and Reply]. Current anthropology. [Cited by 60] (3.04/year)
• CARROLL, C.D., J.C. FUHRER and D.W. WILCOX, 1994. Does consumer sentiment forecast household spending? If so, why?. The American Economic Review. [Cited by 164] (11.11/year)
• CHEN, N.F., R. KAN and M.H. MILLER, 1993. Are the discounts on closed-end funds a sentiment index?. Journal of Finance. [Cited by 100] (6.35/year)
• CHOPRA, N., A. SHLEIFER and R.H. THALER, 1993. Yes, discounts on closed-end funds are a sentiment index. Journal of Finance. [Cited by 67] (4.25/year)
• CURTIN, R., S. PRESSER and E. SINGER, 2000. The Effects of Response Rate Changes on the Index of Consumer Sentiment*. Public Opinion Quarterly. [Cited by 160] (18.27/year)
• DAS, S. and M. CHEN, 2001. Yahoo! for Amazon: Extracting market sentiment from stock message boards. Proceedings of the 8th Asia Pacific Finance Association …. [Cited by 45] (5.80/year)
• DAS, S.R. and M.Y. CHEN, 2007. [PDF] ►Yahoo! for Amazon: Sentiment extraction from small talk on the web. Management Science. [Cited by 49] (27.87/year)
• DEUTSCHER, I., 1973. What we say/What we do: Sentiments & Acts. Scott Foresman. [Cited by 184] (5.15/year)
• DORN, D., Does sentiment drive the retail demand for IPOs?. papers.ssrn.com. [Cited by 44] (?/year)
• DOUGLASS, L. and R.T. SMITH, 1992. The power of sentiment: love, hierarchy, and the Jamaican family elite. Westview Pr. [Cited by 41] (2.45/year)
• DURR, R.H., 1993. What Moves Policy Sentiment?. American Political Science Review. [Cited by 99] (6.28/year)
• ELTON, E.J., M.J. GRUBER and J.A. BUSSE, 1998. Do Investors Care about Sentiment?*. The Journal of Business. [Cited by 77] (7.16/year)
• ERARD, B., J.S. FEINSTEIN and C.A.R.L.E.T.O.N. INDUSTRIAL, 1993. [BOOK] The role of moral sentiments and audit perceptions in tax compliance. [Cited by 87] (5.52/year)
• EVANS, D., 2002. [BOOK] Emotion: the science of sentiment. [Cited by 74] (10.95/year)
• FELD, S., 1990. [BOOK] Sound and sentiment: Birds, weeping, poetics, and song in Kaluli expression. [Cited by 332] (17.70/year)
• FELD, S., 1990. Sound and sentiment. University of Pennsylvania Press Philadelphia. [Cited by 78] (4.16/year)
• FINCHAM, F.D., et al., 1995. [PDF] ►Preinteraction expectations, marital satisfaction, and accessibility: A new look at sentiment …. Journal of Family Psychology. [Cited by 44] (3.20/year)
• FIREY, W., 1945. Sentiment and symbolism as ecological variables. American Sociological Review. [Cited by 175] (2.74/year)
• FISHER, K.L. and M. STATMAN, 2000. Investor Sentiment and Stock Returns (Digest Summary). Financial Analysts Journal. [Cited by 85] (9.71/year)
• FUHRER, J.C., 1993. What role does consumer sentiment play in the US macroeconomy?. New England Economic Review. [Cited by 45] (2.86/year)
• FULTON, A.S., R.L. GORSUCH and E.A. MAYNARD, 1999. Religious orientation, antihomosexual sentiment, and fundamentalism among Christians. Journal for the Scientific Study of Religion. [Cited by 54] (5.53/year)
• GASKI, J.F. and M.J. ETZEL, 1986. The index of consumer sentiment toward marketing. The Journal of Marketing. [Cited by 65] (2.86/year)
• GEERTZ, C., 1963. The integrative revolution: primordial sentiments and civil politics in the new states. Old societies and new states. [Cited by 440] (9.62/year)
• GINTIS, H., et al., 2005. Moral sentiments and material interests: Origins, evidence, and consequences. Moral Sentiments and Material Interests: The Foundations of …. [Cited by 44] (11.71/year)
• GINTIS, H., E.B.R.A.R.Y. and I.N.C. , 2005. [BOOK] Moral sentiments and material interests: The foundations of cooperation in economic life. [Cited by 148] (39.38/year)
• GOLINELLI, R. and G. PARIGI, 2004. Consumer sentiment and economic activity: a cross country comparison. Journal of Business Cycle Measurement and Analysis. [Cited by 97] (20.39/year)
• GREEN, D.P., 1988. On the dimensionality of public sentiment toward partisan and ideological groups. American Journal of Political Science. [Cited by 40] (1.93/year)
• HALLINAN, M.T., 1974. The structure of positive sentiment. Elsevier Scientific Pub. Co. [Cited by 37] (1.06/year)
• HAVEMAN, H.A. and H. RAO, 1997. Structuring a Theory of Moral Sentiments: Institutional and Organizational Coevolution in the Early …. American Journal of Sociology. [Cited by 153] (13.01/year)
• HEATH, A., et al., 1999. British national sentiment. British Journal of Political Science. [Cited by 38] (3.89/year)
• HOMANS, G.C., 1988. [BOOK] Sentiments and activities: essays in social science. [Cited by 86] (4.14/year)
• HOWREY, E.P., 2001. The predictive power of the index of consumer sentiment. Brookings Papers on Economic Activity. [Cited by 60] (7.73/year)
• HUMMON, D.M., 1992. Community attachment: Local sentiment and sense of place. Plenum Press. [Cited by 159] (9.49/year)
• JAMES, W., 1905. The sentiment of rationality. Longmans, Green and Co. [Cited by 57] (0.55/year)
• KIM, S.M. and E. HOVY, 2004. [PDF] ►Determining the sentiment of opinions. Proceedings of COLING. [Cited by 133] (27.95/year)
• KINDER, D.R., 1978. Political person perception: The asymmetrical influence of sentiment and choice on perceptions of …. Journal of Personality and Social Psychology. [Cited by 42] (1.37/year)
• KIPNIS, A.B., 1997. [BOOK] Producing guanxi: sentiment, self, and subculture in a North China village. [Cited by 121] (10.29/year)
• KUMAR, A. and C.M.C. LEE, Retail investor sentiment and return comovements. papers.ssrn.com. [Cited by 104] (?/year)
• LEE, C.M.C., A. SHLEIFER and R.H. THALER, 1991. [PDF] ►Investor sentiment and the closed-end fund puzzle. Journal of Finance. [Cited by 668] (37.62/year)
• LEE, W.Y., C.X. JIANG and D.C. INDRO, 2002. [PDF] ►Stock market volatility, excess returns, and the role of investor sentiment. Journal of Banking and Finance. [Cited by 63] (9.32/year)
• LJUNGQVIST, A., V. NANDA and R. SINGH, 2006. Hot Markets, Investor Sentiment, and IPO Pricing*. The Journal of Business. [Cited by 127] (46.04/year)
• LUTZ, C., 1988. [BOOK] Unnatural emotions: everyday sentiments on a Micronesian atoll & their challenge to western theory. [Cited by 533] (25.68/year)
• MULLAN, J., 1988. Sentiment and sociability: the language of feeling in the eighteenth century. Clarendon press. [Cited by 117] (5.64/year)
• MULLEN, T. and N. COLLIER, 2004. [PDF] ►Sentiment analysis using support vector machines with diverse information sources. Proceedings of EMNLP. [Cited by 50] (10.51/year)
• MUTZ, D.C. and J. SOSS, 1997. Reading public opinion: The influence of news coverage on perceptions of public sentiment. Public Opinion Quarterly. [Cited by 48] (4.08/year)
• MYERS, F.R., 1991. [BOOK] Pintupi country, Pintupi self: Sentiment, place, and politics among Western Desert Aborigines. [Cited by 294] (16.56/year)
• NASUKAWA, T. and J. YI, Sentiment analysis: Capturing favorability using natural language processing. portal.acm.org. [Cited by 105] (?/year)
• NATIONS, M.K. and L.A. REBHUN, 1988. Angels with wet wings won't fly: maternal sentiment in Brazil and the image of neglect. Culture, medicine and psychiatry. [Cited by 57] (2.75/year)
• NEAL, R. and S.M. WHEATLEY, 1998. Do measures of investor sentiment predict returns?. Journal of Financial and Quantitative Analysis. [Cited by 85] (7.90/year)
• NEEDHAM, R., 1962. Structure and sentiment. University of Chicago Press Chicago. [Cited by 113] (2.42/year)
• NEEDHAM, R., 1962. [BOOK] Structure and sentiment: A test case in social anthropology. [Cited by 59] (1.26/year)
• OTOO, M.W. and D. GLUSHKOV, Consumer sentiment and the stock market. papers.ssrn.com. [Cited by 59] (?/year)
• PANG, B. and L. LEE, 2004. [PDF] ►A sentimental education: Sentiment analysis using subjectivity summarization based on minimum cuts. Proceedings of the ACL. [Cited by 240] (50.44/year)
• PANG, B. and L. LEE, 2005. Seeing stars: Exploiting class relationships for sentiment categorization with respect to rating …. Proceedings of the 43rd Annual Meeting on Association for …. [Cited by 107] (28.47/year)
• PANG, B., L. LEE and S. VAITHYANATHAN, 2002. Thumbs up?: sentiment classification using machine learning techniques. Proceedings of the ACL-02 conference on Empirical methods in …. [Cited by 534] (79.01/year)
• PARETO, V., A.S. SCHWIER and A.N. PAGE, 1971. Manual of political economy. Kelley (Augustus M.) Publishers, US. [Cited by 359] (9.51/year)
• POGUNTKE, T., 1996. Anti-party sentiment-conceptual thoughts and empirical evidence: Explorations into a minefield. European Journal of Political Research. [Cited by 45] (3.53/year)
• POGUNTKE, T. and S.E. SCARROW, 1996. The politics of anti-party sentiment: Introduction 1. European Journal of Political Research. [Cited by 28] (2.19/year)
• POLK, C., P. SAPIENZA and C.E.N.T.R.E. FOR, 2003. [BOOK] The real effects of investor sentiment. [Cited by 115] (19.97/year)
• PRICE, M.E., L. COSMIDES and J. TOOBY, 2002. Punitive sentiment as an anti-free rider psychological device. Evolution and Human Behavior. [Cited by 131] (19.38/year)
• QIU, L.X. and I. WELCH, Investor sentiment measures. papers.ssrn.com. [Cited by 47] (?/year)
• ROTHSCHILD, E., 2001. [BOOK] Economic Sentiments: Adam Smith, Condorcet, and the Enlightenment. [Cited by 171] (22.04/year)
• SAMUELS, S., 1992. [BOOK] The culture of sentiment: race, gender, and sentimentality in nineteenth-century America. [Cited by 57] (3.40/year)
• SENTIMENTS, V., 1986. Honor and Poetry in a Bedouin Society. Berkeley: University of. [Cited by 99] (4.35/year)
• SMITH, A., The theory ofmoral sentiments. An Inquiry into the Nature and Causes ofthe Wealth ofNations. [Cited by 199] (?/year)
• SMITH, A., 1759. The theory of moral sentiments, ed. A. Millar, A. Kincaid & J. Bell. AM Kelley.(Originally …. [Cited by 185] (0.74/year)
• SMITH, A., 2001. The Theory of the Moral Sentiments 1759. Adam Smith Institute. [Cited by 114] (14.69/year)
• SMITH, A. and K. HAAKONSSEN, 2002. [BOOK] The theory of moral sentiments. [Cited by 2853] (422.15/year)
• SOLT, M.E. and M. STATMAN, 1988. How useful is the sentiment index?. Financial Analysts Journal. [Cited by 56] (2.70/year)
• SOULELES, N.S., 2004. … heterogeneous forecast errors, and consumption: micro evidence from the Michigan Consumer Sentiment …. Journal of Money, Credit and Banking. [Cited by 65] (13.66/year)
• SOULELES, N.S., 2001. Consumer sentiment: Its rationality and usefulness in forecasting expenditure-Evidence from the …. NBER working paper. [Cited by 49] (6.32/year)
• THROOP, A.W., 1992. [PDF] ►Consumer sentiment: its causes and effects. Federal Reserve Bank of San Francisco Economic Review. [Cited by 54] (3.22/year)
• VERDERY, K., 1993. Nationalism and national sentiment in post-socialist Romania. Slavic Review. [Cited by 60] (3.81/year)
• WALLACE, R.J., 1994. [BOOK] Responsibility and the moral sentiments. [Cited by 225] (15.25/year)
• WANG, F.A., Overconfidence, investor sentiment, and evolution. papers.ssrn.com. [Cited by 45] (?/year)
• WILSON, T., J. WIEBE and P. HOFFMANN, Recognizing contextual polarity in phrase-level sentiment analysis. portal.acm.org. [Cited by 144] (?/year)
• YI, J., et al., 2003. Sentiment analyzer: Extracting sentiments about a given topic using natural language processing …. Third IEEE International Conference on Data Mining, 2003. …. [Cited by 81] (14.07/year)
• ZEISEL, H. and A.M. GALLUP, 1989. Death penalty sentiment in the United States. Journal of Quantitative Criminology. [Cited by 37] (1.87/year)
• ZIMMERMANN, K.F., T.K. BAUER and M. LOFSTROM, Immigration Policy, Assimilation of Immigrants and Natives' Sentiments towards Immigrants: Evidence …. papers.ssrn.com. [Cited by 134] (?/year)