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...

Full description

Saved in:
Bibliographic Details
Main Author: CHEN, Kun-chih
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2009
Subjects:
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
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English