When does investor sentiment predict stock returns?

Keyphrases

• Predictive Power 100%
• Investor Sentiment 100%
• Stock Returns 100%
• Business Cycles 33%
• Economic Recession 33%
• Markov Switching Model 33%
• Growth Opportunities 33%
• Book-to-market Equity 33%
• Economic Regimes 33%
• Behavioral Theory 33%
• Economic States 33%
• Price Ratio 33%
• Asset Tangibility 33%
• Cross-sectional Stock Returns 33%
• Investor Optimism 33%
• Earnings-to-price 33%
• Return Predictability 33%
• Equity Ratio 33%
• Return Volatility 33%
• Economic Expansion 33%
• Dividend Yield 33%
• Behavioral Evidence 33%

Economics, Econometrics and Finance

• Capital Market Returns 100%
• Investor Sentiment 100%
• Investors 50%
• Business Cycle 50%
• Returns Volatility 50%
• Price 50%