The DOI matches its Crossref record; 8 of the 8 references it cites were found in a registry or an index.
Manager sentiment and stock returns
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Citations
Cites
Judgment under Uncertainty: Heuristics and Biases
Tversky, A., & Kahneman, D. (1975) · Utility, Probability, and Human Decision Making · doi:10.1007/978-94-010-1834-0_8 · Cited by 22,650
Giving content to investor sentiment: The role of media in the stock market
TETLOCK, P. C. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01232.x · Cited by 4,827
Bower, G. H. (1981) · American Psychologist · doi:10.1037/0003-066x.36.2.129 · Cited by 4,154
A comprehensive look at the empirical performance of equity premium prediction
Welch, I., & Goyal, A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm014 · Cited by 3,987
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
DeMiguel, V., Garlappi, L., & Uppal, R. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhm075 · Cited by 3,199
Predicting excess stock returns out of sample: Can anything beat the historical average?
Campbell, J. Y., & Thompson, S. B. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm055 · Cited by 2,919
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
Hodrick, R. J. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.3.351 · Cited by 1,523
The Dog That Did Not Bark: A Defense of Return Predictability
Cochrane, J. H. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm046 · Cited by 1,227
Cited by
Can ChatGPT forecast stock price movements? Return predictability and large language models
Lopez-Lira, A., & Tang, Y. (2026) · Journal of Financial Economics · doi:10.1016/j.jfineco.2026.104335 · Cited by 425
Geopolitical risk and oil volatility: A new insight
Liu, J., Ma, F., Tang, Y., & Zhang, Y. (2019) · Energy Economics · doi:10.1016/j.eneco.2019.104548 · Cited by 300
Loughran, T., & McDonald, B. (2020) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-012820-032249 · Cited by 266
How to talk when a machine is listening: Corporate disclosure in the age of AI
Cao, S., Jiang, W., Yang, B., & Zhang, A. L. (2023) · The Review of Financial Studies · doi:10.1093/rfs/hhad021 · Cited by 222
ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?
Chen, J., Tang, G., Zhou, G., & Zhu, W. (2025) · arXiv · doi:10.48550/arxiv.2502.10008 · Cited by 6
Self-citation
Metadata
- Authors
- Jiang, F., Lee, J., Martin, X., & Zhou, G.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2019-04
- Volume
- 132
- Issue
- 1
- Pages
- 126-149
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3125891473
- Cited by
- 724
- References
- 8
- FWCI
- 51.78
- Type
- journal article
- Language
- en
- Open access
- green
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- Jiang, F., Lee, J., Martin, X., & Zhou, G. (2019). Manager sentiment and stock returns. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2018.10.001
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.
