Meta-Analysis of the Relationship between Investor Sentiment and Stock Returns
The objective of this paper is to offers a Meta - analysis of the relationship between Investor Sentiment and Stock Returns . Although it is taken for granted in the scientific research area that sentiment do influence stock returns , they have produced contradictory and inconsistent results . This...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
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Securities Exchange
2021-11-01
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| Series: | فصلنامه بورس اوراق بهادار |
| Subjects: | |
| Online Access: | https://journal.seo.ir/article_11228_3a70dbde3d0e68ec85172cdc446cca82.pdf |
| _version_ | 1818470863020752896 |
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| author | ABDOULGAFOUR Mohammadzadeh forough Heirany akram taftiyan |
| author_facet | ABDOULGAFOUR Mohammadzadeh forough Heirany akram taftiyan |
| author_sort | ABDOULGAFOUR Mohammadzadeh |
| collection | DOAJ |
| description | The objective of this paper is to offers a Meta - analysis of the relationship between Investor Sentiment and Stock Returns . Although it is taken for granted in the scientific research area that sentiment do influence stock returns , they have produced contradictory and inconsistent results . This paper applies meta -analysis,which is considered among quantitative statistic metods , in order to integrate the existing body of research and identify the moderators of the relationship between Investor Sentiment and Stock Return . The results of studies conducted about this relationship indicate that these studies are heterogeneous .The recorded studies consisting of Master and Ph.d. theses as well as recognized national and international papers have been selected as research populatiob.Out of these 134 research 72 cases were found qualified and suitable having the condition for studying meta - analysis . The final results showed a significant relationship between Investor Sentiment and Stock Return . |
| first_indexed | 2024-04-13T21:43:12Z |
| format | Article |
| id | doaj.art-236241880a134ac5847a01c95a13f489 |
| institution | Directory Open Access Journal |
| issn | 2228-5431 2820-9893 |
| language | fas |
| last_indexed | 2024-04-13T21:43:12Z |
| publishDate | 2021-11-01 |
| publisher | Securities Exchange |
| record_format | Article |
| series | فصلنامه بورس اوراق بهادار |
| spelling | doaj.art-236241880a134ac5847a01c95a13f4892022-12-22T02:28:40ZfasSecurities Exchangeفصلنامه بورس اوراق بهادار2228-54312820-98932021-11-011455658610.22034/jse.2020.11249.146011228Meta-Analysis of the Relationship between Investor Sentiment and Stock ReturnsABDOULGAFOUR Mohammadzadeh0forough Heirany1akram taftiyan2PHD student, , Yazd branch ,Islamic Azad University,Yazd, IranAssistant Professor, Yazd branch , Islamic Azad University, Yazd, Iran, Corresponding AuthorAssistant Professor, Yazd branch, Islamic Azad University, Yazd, IranThe objective of this paper is to offers a Meta - analysis of the relationship between Investor Sentiment and Stock Returns . Although it is taken for granted in the scientific research area that sentiment do influence stock returns , they have produced contradictory and inconsistent results . This paper applies meta -analysis,which is considered among quantitative statistic metods , in order to integrate the existing body of research and identify the moderators of the relationship between Investor Sentiment and Stock Return . The results of studies conducted about this relationship indicate that these studies are heterogeneous .The recorded studies consisting of Master and Ph.d. theses as well as recognized national and international papers have been selected as research populatiob.Out of these 134 research 72 cases were found qualified and suitable having the condition for studying meta - analysis . The final results showed a significant relationship between Investor Sentiment and Stock Return .https://journal.seo.ir/article_11228_3a70dbde3d0e68ec85172cdc446cca82.pdfinvestor sentimentstock returnsmeta-analysiseffect size |
| spellingShingle | ABDOULGAFOUR Mohammadzadeh forough Heirany akram taftiyan Meta-Analysis of the Relationship between Investor Sentiment and Stock Returns فصلنامه بورس اوراق بهادار investor sentiment stock returns meta-analysis effect size |
| title | Meta-Analysis of the Relationship between Investor Sentiment and Stock Returns |
| title_full | Meta-Analysis of the Relationship between Investor Sentiment and Stock Returns |
| title_fullStr | Meta-Analysis of the Relationship between Investor Sentiment and Stock Returns |
| title_full_unstemmed | Meta-Analysis of the Relationship between Investor Sentiment and Stock Returns |
| title_short | Meta-Analysis of the Relationship between Investor Sentiment and Stock Returns |
| title_sort | meta analysis of the relationship between investor sentiment and stock returns |
| topic | investor sentiment stock returns meta-analysis effect size |
| url | https://journal.seo.ir/article_11228_3a70dbde3d0e68ec85172cdc446cca82.pdf |
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