Employee sentiment and stock returns

DOI10.1016/J.JEDC.2023.104636MaRDI QIDQ6109934zbMATH OpenFDO

Authors

Publication date 4 July 2023

Published in Journal of Economic Dynamics and 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)

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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)

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

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