The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Investor sentiment and the near-term stock market
Overview
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Registry
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Claims the paper makes
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Cited by
Investor Sentiment and the Cross‐Section of Stock Returns
BAKER, M., & WURGLER, J. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00885.x · Cited by 6,049
Investor Sentiment and the Cross-section of Stock Returns
Baker, M. P., & Wurgler, J. A. (2003) · SSRN Electronic Journal · doi:10.2139/ssrn.464843 · Cited by 1,456
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
Huang, D., Jiang, F., Tu, J., & Zhou, G. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu080 · Cited by 1,123
Global, local, and contagious investor sentiment
Baker, M., Wurgler, J., & Yuan, Y. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.11.002 · Cited by 1,018
Stock market prediction using machine learning classifiers and social media, news
Khan, W., Ghazanfar, M. A., Azam, M. A., Karami, A., Alyoubi, K. H., & Alfakeeh, A. S. (2022) · Journal of Ambient Intelligence and Humanized Computing · doi:10.1007/s12652-020-01839-w · Cited by 336
Metadata
- Authors
- Brown, G. W., & Cliff, M. T.
- Venue
- Journal of Empirical Finance
- Publisher
- Elsevier BV
- Published
- 2004-01
- Volume
- 11
- Issue
- 1
- Pages
- 1-27
- ISSN
- 0927-5398 (ISSN-L)
- OpenAlex
- W3121285187
- Cited by
- 1,331
- References
- 2
- FWCI
- 12.14
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Investor sentiment and the near-term stock market. https://app.cochat.ai/papers/10.1016/j.jempfin.2002.12.001
- The paper
- Brown, G. W., & Cliff, M. T. (2004). Investor sentiment and the near-term stock market. Journal of Empirical Finance. https://doi.org/10.1016/j.jempfin.2002.12.001
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
