Home Bias in International Stock Return Expectations -Journal of Psychology and Financial Markets

Kumar, Alok/Lee, Charles M.C. (2006)
Retail Investor Sentiment and Return Comovements - Journal of Finance

Lakonishok, Josef/Shleifer, Andrei/Vishny, Robert (1994)
Contrarian investment, extrapolation and risk - Journal of Finance

Lee, Charles M. C./Shleifer, Andrei/Thaler, Richard H. (1991)
Investor Sentiment and the Closed-End Fund Puzzle - Journal of Finance

Lee, Wayne Y./Jiang Christine X./Indro, Daniel C. (2002)
Stock market volatility, excess returns, and the role of investor sentiment - Journal of Banking and Finance

Lo, Wen-Chen/Lin, Ku-Jun (2005)
A Review of the Effects of Investor Sentiment on Financial Markets: Implication for Investors - International Journal of Management

Neal, Robert/Wheatley, Simon M. (1998)
Do Measures of Investor Sentiment Predict Returns? - Journal of Financial and Quantitative Analysis

Odean, Terrance (1998)
Volume, Volatility, Price, and Profit When All Traders Are Above Average - Journal of Finance

Qiu, Lily/Welch, Ivo (2004)
Investor Sentiment Measures - NBER Working Papers

Schmitz, Philipp/Glaser, Markus/Weber, Martin (2005)
Individual Investor Sentiment and Stock Returns, What Do we Learn from Individual Warrant Traders? -Working Paper- University of Mannheim

Solt, Michael E./Statman, Meir (1988)

How Useful is the Sentiment Index? -Financial Analysts Journal

Wang, Changyun (2003)
Investor sentiment, market timing, and futures returns -Applied Financial Economics

Link Internet:

The Journal of Financial Economics  

Journal of Finance

Review of Financial Studies

Journal of Empirical Finance