Employee sentiment and stock returns

DOI10.1016/J.JEDC.2023.104636zbMath1518.91309MaRDI QIDQ6109934

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Publication date: 4 July 2023

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

zbMATH Keywords

glassdoorreturn predictabilityextrapolative expectationemployee sentiment

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Approximately normal tests for equal predictive accuracy in nested models
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Asset Growth and Stock Market Returns: A Time-Series Analysis*

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