The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
Investor sentiment and economic forces
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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
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
Campbell, J. Y., & Cochrane, J. H. (1999) · Journal of Political Economy · doi:10.1086/250059 · Cited by 5,210
Cited by
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
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
STAMBAUGH, R. F., YU, J., & YUAN, Y. (2015) · The Journal of Finance · doi:10.1111/jofi.12286 · Cited by 940
Self-citationA Lottery-Demand-Based Explanation of the Beta Anomaly
Bali, T. G., Brown, S. J., Murray, S., & Tang, Y. (2017) · Journal of Financial and Quantitative Analysis · doi:10.1017/s0022109017000928 · Cited by 367
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
Stambaugh, R. F., Yu, J., & Yuan, Y. (2012) · SSRN Electronic Journal · doi:10.2139/ssrn.2155491 · Cited by 286
Self-citation
Metadata
- Authors
- Shen, J., Yu, J., & Zhao, S.
- Venue
- Journal of Monetary Economics
- Publisher
- Elsevier BV
- Published
- 2017-04
- Volume
- 86
- Pages
- 1-21
- ISSN
- 0304-3932 (ISSN-L)
- OpenAlex
- W3121551671
- Cited by
- 234
- References
- 4
- FWCI
- 9.02
- Type
- journal article
- Language
- en
- Open access
- green
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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.
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- CoChat. (2026). Citation check: Investor sentiment and economic forces. https://app.cochat.ai/papers/10.1016/j.jmoneco.2017.01.001
- The paper
- Shen, J., Yu, J., & Zhao, S. (2017). Investor sentiment and economic forces. Journal of Monetary Economics. https://doi.org/10.1016/j.jmoneco.2017.01.001
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.
