Daniele Ballinari

University of Basel

Petersplatz 1

Basel, CH-4003

Switzerland

SCHOLARLY PAPERS

7

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1,108

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in Total Papers Citations

12

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

The Impact of Sentiment and Attention Measures on Stock Market Volatility

Number of pages: 33 Posted: 16 Jun 2018
Francesco Audrino, Fabio Sigrist and Daniele Ballinari
University of St. Gallen, Lucerne University of Applied Sciences and Arts and University of Basel
Downloads 313 (126,557)
Citation 14

Abstract:

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Sentiment, Investor Attention, Realized Volatility, Volatility Forecasting, HAR

2.

When Does Attention Matter? The Effect of Investor Attention on Stock Market Volatility Around News Releases

Number of pages: 64 Posted: 09 Jan 2020 Last Revised: 10 Apr 2021
Daniele Ballinari, Francesco Audrino and Fabio Sigrist
University of Basel, University of St. Gallen and Lucerne University of Applied Sciences and Arts
Downloads 242 (164,689)

Abstract:

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limited attention, realized volatility, investor attention, retail investors, institutional investors, StockTwits, Twitter, news releases

3.

How to Gauge Investor Behavior? A Comparison of Online Investor Sentiment Measures

Number of pages: 42 Posted: 12 Jul 2019 Last Revised: 06 Jan 2021
Daniele Ballinari and Simon Behrendt
University of Basel and Zeppelin University
Downloads 208 (190,138)

Abstract:

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Investor Sentiment, Twitter, StockTwits, Stock Returns, Portfolio returns

4.

From Chatter to Action: An Index of Sustainability Sentiment

Number of pages: 79 Posted: 18 Nov 2021 Last Revised: 01 Dec 2021
Daniele Ballinari and Ola Mahmoud
University of Basel and University of St. Gallen
Downloads 158 (241,782)

Abstract:

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sustainable finance, investor sentiment, ESG, asset pricing

5.

Retail Investors’ Trading Activity and the Predictability of Stock Return Correlations

Number of pages: 44 Posted: 13 Oct 2020 Last Revised: 27 Aug 2021
Daniele Ballinari
University of Basel
Downloads 84 (378,540)

Abstract:

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realized correlation, realized covariance, retail investors, investor sentiment, investor attention

6.

Je ne regrette rien? An Empirical Test of Regret Theory and Stock Returns

Number of pages: 77 Posted: 18 Feb 2021 Last Revised: 02 Nov 2021
Daniele Ballinari and Cédric Müller
University of Basel and University of St. Gallen - SEPS: Economics and Political Sciences
Downloads 69 (422,998)

Abstract:

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regret theory, counterfactual thinking, asset pricing, return predictability

7.

Structural Breaks in Online Investor Sentiment: A Note on the Nonstationarity of Financial Chatter

Number of pages: 14 Posted: 02 Nov 2019
Daniele Ballinari and Simon Behrendt
University of Basel and Zeppelin University
Downloads 34 (569,802)
Citation 1

Abstract:

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investor sentiment, structural breaks, nonstationarity, group Lasso