Scholar4AI Updated 2026-11-04 18:03 UTC+09:00

Baker-Wurgler investor sentiment

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data category: Uncertainty and sentiment indices · 0 papers in the last 7 days

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Text- and survey-based indices of policy uncertainty, geopolitical risk, investor sentiment and financial stress.

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Names searched for: Baker and Wurgler, Baker-Wurgler

Key findings#

  • From Nov 2023 to Oct 2026, 158 archived papers mentioned Baker-Wurgler investor sentiment in their title, abstract or keywords (the search of earlier months' full texts is still under way), most of them in Sep 2026 (13).
  • Baker-Wurgler investor sentiment was mentioned in 5 papers in the last 30 days (2026-10-06 to 2026-11-04), ranking #68 of the 255 datasets mentioned.
  • By journal category: Finance (4) and Operations Research (1).
  • Most of them appeared in Digital Finance (1), Financial markets and portfolio management (1) and Annals of Operations Research (1).
  • From 2017 to 2026 (so far), Baker-Wurgler investor sentiment was mentioned in 163 papers in the tracked journals, most of them in finance (119), economics (21) and accounting (8).
  • 41 of them were published in 2025, against 0 in 2017.
  • Since 2023, the institutions with the most of these papers were Monash University (5), University of Birmingham (5) and Durham University (4).
  • The journals publishing most of them were International Review of Economics & Finance (14), International Review of Financial Analysis (12) and Financial Innovation (12).
  • The most-cited of them is “Machine learning and fund characteristics help to select mutual funds with positive alpha” (Journal of Financial Economics, 2023), with 115 citations.
  • Papers use Baker-Wurgler investor sentiment most often with S&P 500 (60), Twitter / X (46) and CRSP (42); it has 66 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat.

Mentions over 36 months#

Papers mentioning it by publication month, Nov 2023 to Oct 2026 (titles, abstracts and keywords; the full texts of earlier months are still being searched)
TrendNov 23–Oct 24Nov 24–Oct 25Nov 25–Oct 2636 months
474467158

Papers per year#

2017: 0 papers2018: 0 papers2019: 0 papers2020: 0 papers2021: 0 papers2022: 0 papers2023: 10 papers2024: 50 papers2025: 41 papers2026 (so far): 62 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance00000010322651
Economics0000000984
Accounting0000000242
Management0000000412
Operations Research0000000212
Information Systems0000000010
AI0000000100
Tourism and Hospitality0000000001
All categories00000010504162

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1Monash University5
2University of Birmingham5
3Durham University4
4Edinburgh Napier University4
5Florida Atlantic University4
6Macquarie University4
7Newcastle University4
8Technical University of Munich4
9University of Bath4
10University of Manchester4
Countries with the most papers, since 2023
#CountryPapers
1United Kingdom45
2United States31
3China19
4Germany19
5Australia15
6Spain9
7Turkey9
8Italy8
9Netherlands8
10Poland7
Keywords with the most papers, since 2023
#KeywordPapers
1investor sentiment45
2stock returns15
3Bitcoin8
4abnormal returns8
5COVID-19 pandemic7
6Chinese stock market7
7behavioral finance7
8dividend policy7
9firm size7
10social media sentiment7

Most-cited papers#

Most-cited papers since 2017
#CitationsPer monthTitleJournalPublishedAuthors
11153.2Machine learning and fund characteristics help to select mutual funds with positive alphaJournal of Financial Economics2023-10-26Victor DeMiguel, Javier Gil‐Bazo, Francisco J. Nogales et al.
21153.6Sentiment trading with large language modelsFinance research letters2024-03-15Kemal Kirtac, Guido Germano
3531.6Valuation effect of ESG and its impact on capital structure: Evidence from EuropeInternational Review of Economics & Finance2024-01-02Muhammad Arif Khan, M. Kabir Hassan, Maria Pia Maraghini et al.
4301.1One crash, too many: Global uncertainty, sentiment factors and cryptocurrency marketJournal of International Financial Markets Institutions and Money2024-07-01Rilwan Sakariyahu, Rodiat Lawal, Rasheed Adigun et al.
5301.3Multimodal market information fusion for stock price trend prediction in the pharmaceutical sectorApplied Intelligence2024-12-03Hongren Wang, Zerong Xie, Dickson K.W. Chiu et al.

Archive counts by publication year: a paper counts when its title, abstract or keywords name the dataset, or when OpenAlex's full-text search finds it there (searched for the last 30 days' papers and, by a pass over the past years, for older ones). Names added to the list later are looked for in older papers as the archive is read again.

Used together with#

Papers use Baker-Wurgler investor sentiment most often with S&P 500 (60), Twitter / X (46) and CRSP (42); it has 66 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use Baker-Wurgler investor sentiment together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
S&P 500Dataset607.7
Twitter / XDataset463.1
CRSPDataset4228.9
Economic Policy Uncertainty indexDataset425.2
VIXDataset3711.2
Marketization index (Fan Gang)Dataset3414.9
Google TrendsDataset2611.7
CompustatDataset2411.2
Loughran-McDonald dictionaryDataset1928.3
Refinitiv DatastreamDataset1814.1
Kenneth French Data LibraryDataset1526.7
Refinitiv Eikon / LSEG WorkspaceDataset1511.6
Papers mentioning Baker-Wurgler investor sentiment in the last 30 days, newest first.
DateTitleJournalAuthorsAffiliations
2026-10-26Regime-dependent bitcoin volatility forecasting under alternative information sets: evidence from econometric, deep learning, and hybrid modelsDigital FinanceAhmed Soliman Wafi, Sherif Ismail El-Halaby, Sameh Abd-el Maksoud Mohamed Aboul-DahabCairo University; EU Business School, Munich; Ludwig-Maximilians-Universität München; …
2026-10-23From pixels to profits: trading arbitrage portfolios based on image representationsFinancial markets and portfolio managementNiklas PaluszkiewiczUniversität Ulm
2026-10-22Cut the chit-chat: a new framework for the application of generative language models for portfolio constructionAnnals of Operations ResearchFrancesco A. Fabozzi, Ionuţ FlorescuStevens Institute of Technology
2026-10-06Attention-amplified sentiment and jump risk in Bitcoin and Ethereum markets: A text-augmented Hawkes frameworkInternational Review of Financial AnalysisAlev Atak, Philip Hans FransesMiddle East Technical University; Erasmus University Rotterdam
2026-10-06Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagationInternational Review of Economics & FinanceMd Tanvir HasanUniversity of Dhaka; University of Glasgow
Cite this page

Scholar4AI. (2026). Baker-Wurgler investor sentiment. Journal and Conference Research Rankings. Retrieved November 4, 2026, from https://scholar4ai.com/datasets/baker-wurgler-investor-sentiment

@misc{scholar4ai-datasets-baker-wurgler-investor-sentiment,
  author = {{Scholar4AI}},
  title = {Baker-Wurgler investor sentiment},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/baker-wurgler-investor-sentiment}},
  urldate = {2026-11-04},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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