The Role of Accounting Information in the Sentiment-Price Relation
This study reconciles inconsistent evidence on the sentiment-price relation in prior studies by explicitly considering the effects of sentiment on both investor judgments and risk preferences. Using the uncertainty in accounting information, I am able to disentangle these two effects of sentiment an...
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
2009
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Online Access: | https://ink.library.smu.edu.sg/soa_research/311 https://ink.library.smu.edu.sg/context/soa_research/article/1310/viewcontent/auto_convert.pdf |
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Institution: | Singapore Management University |
Language: | English |