Abstract
This paper provides a comprehensive bibliometric analysis of the literature on the relationship between investor sentiment and stock returns. It identifies the key authors, publications, journals, publication countries, and reoccurring keywords using VOSviewer. It analyses 983 publications (procured through the SCOPUS database) using four bibliometric techniques: co-citation analysis, citation analysis, co-occurrence analysis, and bibliographic coupling. The results of the co-citation analysis of references and author reveal that 'Investor sentiment and the cross-section of stock returns' by Baker and Wurgler (2006) is the most cited article, and M. Baker is the top-cited author. The bibliographic coupling of sources suggests that Finance Research Letters leads in publications, co-occurrence analysis of author keywords reveals that behavioural finance, asset pricing, and volatility are the most occurring keywords. Further, the citation analysis of countries shows that the USA leads in terms of the number of publications, substantially growing globally since 2000.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.