{"id":"https://openalex.org/W3044357599","doi":"https://doi.org/10.1016/j.najef.2020.101263","title":"The momentum and reversal effects of investor sentiment on stock prices","display_name":"The momentum and reversal effects of investor sentiment on stock prices","publication_year":2020,"publication_date":"2020-07-24","ids":{"openalex":"https://openalex.org/W3044357599","doi":"https://doi.org/10.1016/j.najef.2020.101263","mag":"3044357599"},"language":"en","primary_location":{"id":"doi:10.1016/j.najef.2020.101263","doi":"https://doi.org/10.1016/j.najef.2020.101263","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2020.101263","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101130736","display_name":"Jinfang Li","orcid":"https://orcid.org/0000-0002-0928-4674","observed_orcids":["https://orcid.org/0000-0002-0928-4674"]},"institutions":[{"id":"https://openalex.org/I4210117164","display_name":"Luoyang Normal University","ror":"https://ror.org/029man787","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210117164"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jinfang Li","raw_affiliation_strings":["School of Business, Key Laboratory of Large Data Processing and Analysis of Electronic Commerce in Henan, Luoyang Normal University, Luoyang 471934, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Business, Key Laboratory of Large Data Processing and Analysis of Electronic Commerce in Henan, Luoyang Normal University, Luoyang 471934, China","institution_ids":["https://openalex.org/I4210117164"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5101130736"],"corresponding_institution_ids":["https://openalex.org/I4210117164"],"apc_list":{"value":1130,"currency":"USD","value_usd":1130},"apc_paid":null,"fwci":3.3726,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.92684149,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":96,"max":99},"biblio":{"volume":"54","issue":null,"first_page":"101263","last_page":"101263"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/investor-sentiment","display_name":"investor sentiment","score":0.9980000257492065},{"id":"https://openalex.org/keywords/momentum-effect","display_name":"momentum effect","score":0.9470000267028809},{"id":"https://openalex.org/keywords/reversal-effect","display_name":"reversal effect","score":0.9789999723434448},{"id":"https://openalex.org/keywords/stock-returns","display_name":"stock returns","score":0.9760000109672546},{"id":"https://openalex.org/keywords/mean-reversion","display_name":"mean reversion","score":0.6690000295639038},{"id":"https://openalex.org/keywords/financial-anomalies","display_name":"financial anomalies","score":0.7329999804496765},{"id":"https://openalex.org/keywords/chinese-stock-market","display_name":"Chinese stock market","score":0.734000027179718},{"id":"https://openalex.org/keywords/nonparametric-regression","display_name":"nonparametric regression","score":0.9079999923706055}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.674336850643158},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6297674775123596},{"id":"https://openalex.org/C9992130","wikidata":"https://www.wikidata.org/wiki/Q484954","display_name":"Pessimism","level":2,"score":0.557170569896698},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.490951806306839},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4538699984550476},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4416504502296448},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.35788610577583313},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.najef.2020.101263","doi":"https://doi.org/10.1016/j.najef.2020.101263","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2020.101263","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301601","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1062940820301601","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":46,"referenced_works":["https://openalex.org/W1565387421","https://openalex.org/W1785219610","https://openalex.org/W1824682467","https://openalex.org/W1865203122","https://openalex.org/W1964615936","https://openalex.org/W1966916709","https://openalex.org/W1967573006","https://openalex.org/W1981676911","https://openalex.org/W1989582884","https://openalex.org/W1989625757","https://openalex.org/W2028075340","https://openalex.org/W2050643653","https://openalex.org/W2054053214","https://openalex.org/W2069888879","https://openalex.org/W2073792630","https://openalex.org/W2087808667","https://openalex.org/W2090637028","https://openalex.org/W2098415975","https://openalex.org/W2099994904","https://openalex.org/W2100424877","https://openalex.org/W2101424588","https://openalex.org/W2128633294","https://openalex.org/W2142625000","https://openalex.org/W2150407766","https://openalex.org/W2196996750","https://openalex.org/W2327218340","https://openalex.org/W2462248385","https://openalex.org/W2576017394","https://openalex.org/W2593149415","https://openalex.org/W2606922153","https://openalex.org/W2902326789","https://openalex.org/W3023063214","https://openalex.org/W3094633476","https://openalex.org/W3121136258","https://openalex.org/W3121285187","https://openalex.org/W3121467893","https://openalex.org/W3122578644","https://openalex.org/W3122737117","https://openalex.org/W3122776771","https://openalex.org/W3123834602","https://openalex.org/W3124956233","https://openalex.org/W3124986135","https://openalex.org/W3125091826","https://openalex.org/W3125984145","https://openalex.org/W4245022299","https://openalex.org/W4255461888"],"related_works":["https://openalex.org/W983095797","https://openalex.org/W4388660045","https://openalex.org/W1559236343","https://openalex.org/W2370629899","https://openalex.org/W4328095908","https://openalex.org/W4250176440","https://openalex.org/W3166339241","https://openalex.org/W4406177073","https://openalex.org/W4313148498","https://openalex.org/W4392553276"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":10},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":4}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2020-07-29T00:00:00"}