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The role of stock price synchronicity on the return-sentiment relation · Study

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ArticleThe role of stock price synchronicity on the return-sentiment relation

Lanlan Rao2018

Article2018

The role of stock price synchronicity on the return-sentiment relation

Lanlan Rao · Liyun Zhou

24 citations·0/0 files stored·The North American Journal of Economics and Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 2006Investor Sentiment and the Cross‐Section of Stock Returns 1995The Limits of Arbitrage

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Year2018

Typearticle

Published2018-12-13

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations24

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.najef.2018.12.008

openalex_workW2903594986

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