Details about Nicholas Mangee

Access statistics for papers by Nicholas Mangee.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: pma2357

Working Papers

2021

1. Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic
   Working Papers Series, Institute for New Economic Thinking View citations (1)
   See also Journal Article Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic, JRFM, MDPI (2021) (2021)

2020

2. How Market Sentiment Drives Forecasts of Stock Returns
   Working Papers Series, Institute for New Economic Thinking View citations (4)
   See also Journal Article How Market Sentiment Drives Forecasts of Stock Returns, Journal of Behavioral Finance, Taylor & Francis Journals (2021) View citations (4) (2021)

2015

3. Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically
   Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (8)
   See also Journal Article Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2015) View citations (8) (2015)
4. New Evidence for the Present-Value Model of Stock Prices: Why the REH Version Failed Empirically
   Working Papers Series, Institute for New Economic Thinking View citations (1)

Journal Articles

2024

1. Stock price swings and fundamentals: The role of Knightian uncertainty
   International Review of Financial Analysis, 2024, 91, (C)

2021

2. Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic
   JRFM, 2021, 14, (11), 1-13
   See also Working Paper Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic, Working Papers Series (2021) View citations (1) (2021)
3. How Market Sentiment Drives Forecasts of Stock Returns
   Journal of Behavioral Finance, 2021, 22, (4), 351-367 View citations (4)
   See also Working Paper How Market Sentiment Drives Forecasts of Stock Returns, Working Papers Series (2020) View citations (4) (2020)

2020

4. A Cointegrated VAR Analysis of Stock Price Models: Fundamentals, Psychology and Structural Change
   Journal of Behavioral Finance, 2020, 21, (4), 352-368 View citations (3)

2018

5. Stock Returns and the Tone of Marketplace Information: Does Context Matter?
   Journal of Behavioral Finance, 2018, 19, (4), 396-406 View citations (3)

2017

6. Book Review of Economics Rules by Dani Rodrik
   Eastern Economic Journal, 2017, 43, (4), 737-739
7. New Evidence on Psychology and Stock Returns
   Journal of Behavioral Finance, 2017, 18, (4), 417-426 View citations (7)

2015

8. A Kuhnian perspective on asset pricing theory
   Journal of Economic Methodology, 2015, 22, (1), 28-45
9. Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically
   Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2015, 9, 1-50 View citations (8)
   See also Working Paper Knightian uncertainty and stock-price movements: Why the REH present-value model failed empirically, Economics Discussion Papers (2015) View citations (8) (2015)

2014

10. Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps
    Economics Bulletin, 2014, 34, (4), 2165-2178 View citations (1)

Books

2021

1. How Novelty and Narratives Drive the Stock Market
   Cambridge Books, Cambridge University Press View citations (1)