Aggregate investor sentiment and stock return synchronicity
Version 2 2024-06-04, 06:54
Version 1 2019-10-03, 08:44
journal contribution
posted on 2024-06-04, 06:54 authored by TK Chue, Ferdinand GulFerdinand Gul, GM MianAggregate investor sentiment and stock return synchronicity
History
Journal
Journal of Banking and FinanceVolume
108Article number
ARTN 105628Location
Amsterdam, The NetherlandsISSN
0378-4266eISSN
1872-6372Language
EnglishPublication classification
C1 Refereed article in a scholarly journal, C Journal articleCopyright notice
2019, Elsevier B.V.Publisher
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Keywords
Social SciencesBusiness, FinanceEconomicsBusiness & EconomicsAggregate investor sentimentStock return synchronicityTime-series variationCross-sectional differenceFIRM-SPECIFIC INFORMATIONCROSS-SECTIONINDIVIDUAL STOCKSASSET PRICESMARKETVOLATILITYRISKHETEROSKEDASTICITYTRANSPARENCYALLOCATIONDepartment of Accounting3801 Applied economics
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