The Impact of Sentiment on Emerging Stock Markets

Anand, Abhinav; Basu, Sankarshan; Pathak, Jalaj; Thampy, Ashok

doi:10.2139/ssrn.3708433

Cited by 2 publications

(2 citation statements)

References 51 publications

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“…The area of international asset pricing has seen various developments in recent years, including studies related to investing and investment behaviour (Chauhan, Ahmad, Aggarwal, & Chandra, 2020; Dharani, Hassan, & Paltrinieri, 2019; Javed, Husain, & Ali, 2020; Keshari & Gautam, 2022; Pandey & Sehgal, 2019), showing the role of faith and investor sentiment in asset pricing (Anand, Basu, Pathak, & Thampy, 2021; Kazmaier & van Vuuren, 2020; Zhang, Gong, Wang, & Ye, 2021). On the other hand, studies have focused on the use of machine learning, deep learning and encoders in asset pricing, which gives better insights and accurate results regarding the dimensions of asset pricing (Gu, Kelly, & Xiu, 2020, 2021; Lettau & Pelger, 2020).…”

Section: Discussionmentioning

confidence: 99%

Asset pricing in global scenario: a bibliometric analysis

Keshari

Gautam²

2022

IRJMS

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PurposeThis study aims to organise and present the development of asset pricing models in the international environment. The stock market integration and cross-listing lead us to another objective of bibliometric analysis for “International Asset Pricing” to provide a complete overview and give scope and directions for future research.Design/methodology/approachWeb of Science database is used to search with “International Asset Pricing.” Of 3,438 articles, 2,487 articles are selected for the final bibliometric analysis. Various research such as citation analysis, keyword analysis, author’s and corresponding author's analysis have been conducted.FindingsThe bibliometric analysis finds that the USA comes out to be the country where the maximum research was conducted on the topic. The keyword analysis was also analysed to evaluate the significant areas of the research. Risk, return and international asset pricing are the most frequently used keywords. The year 2020 has the maximum number of published research articles and citations due to the change in the market structure worldwide and the effect of Covid-19 across the world.Originality/valueThe present paper provides the collection, classification and comprehensive analysis of “International Asset pricing,” which may help the academicians, researchers and practitioners for future research for the relevant subject area.

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Section: Discussionmentioning

confidence: 99%

Asset pricing in global scenario: a bibliometric analysis

Keshari

Gautam²

2022

IRJMS

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“…I investigate this pattern by applying Eq. (3) following the approach of Anand et al (2021) ,

where

denotes the market return on day t . Control variables are EMVID index, TEU index, ADS index of Aruoba et al (2009) , EPU, VIX, new daily COVID-19 cases and deaths, and Amihud’s ILLIQ measure.…”

Section: Methodsmentioning

confidence: 99%

The sum of all SCARES COVID-19 sentiment and asset return

Hasan

2022

The Quarterly Review of Economics and Finance

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The Impact of Sentiment on Emerging Stock Markets

Cited by 2 publications

References 51 publications

Asset pricing in global scenario: a bibliometric analysis

Asset pricing in global scenario: a bibliometric analysis

The sum of all SCARES COVID-19 sentiment and asset return

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