Mark Hulbert’s column archive:
Other indexes of investor sentiment:
American Association of Individual Investors (Investor Sentiment Survey)
Chicago Board Options Exchange (CBOE)
CNN/Money’s Fear & Greed Index
Consumer Confidence (The Conference Board)
Consumer Sentiment (University of Michigan)
Mutual Funds inflows and outflows
Investment analysis of current market sentiment:
MarketExtremes.com (Hayes Martin)
Academic research into investor sentiment:
“Aggregate Short Interest and Market Valuations,” by Owen Lamont and Jeremy Stein, American Economic Review May 2004.
“Are Cover Stories Effective Contrarian Indicators,” by Tom Arnold, John H. Earl, and David S. North, Financial Analysts Journal 2007.
“Investor Sentiment and the Cross Section of Stock Returns,” by Malcolm Baker and Jeff Wurgler, Journal of Finance, August 2006.
“Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows,” by Stephen J. Brown, William N. Goetzmann, Takato Hiraki, Noriyoshi Shiraishi, and Masahiro Watanabe, National Bureau of Economic Research, February 2003.
“The Long of It: Odds that Investor Sentiment Spuriously Predicts Anomaly Returns,” by Robert F. Stambaugh, Jianfeng Yu, and Yu Yuan, National Bureau of Economic Research, July 2012.
“Measuring Investor Sentiment with Mutual Fund Flows,” by Azi Ben-Rephael, Shmuel Kandel, and Avi Wohl,” September 2011.
“Purified Sentiment Indicators for the Stock Market,” by David R. Aronson and John R. Wolberg, May 2009.
“Sports Sentiment and Stock Returns,” by Alex Edmans, Diego Garcia, and Oyvind Norli, Journal of Finance, August 2007.
“Stocks of admired companies and spurned ones,” by Meir Statman and Deniz Anginer, January 2010.
“Understanding Investor Sentiment: The Case of Soccer,” by Gennaro Bernile and Evgeny Lyandres, November 2013.