Employee sentiment and stock returns

DOI10.1016/J.JEDC.2023.104636zbMATH Open1518.91309MaRDI QIDQ6109934FDOQ6109934

Authors:

Publication date: 4 July 2023

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

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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

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Approximately normal tests for equal predictive accuracy in nested models
• Asset growth and stock market returns: a time-series analysis

Cited In (3)

• Performance and Employer Stock in 401(k) Plans*
• Employee stock ownership and diversification
• Music sentiment and stock returns

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