Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news

Author:

Akhtar Shumi,Faff Robert,Oliver Barry,Subrahmanyam Avanidhar

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference44 articles.

1. The power of bad: the negativity bias in Australian consumer sentiment announcements on stock returns;Akhtar;Journal of Banking and Finance,2011

2. Judgmental extrapolation and market overreaction: on the use and disuse of news;Andreassen;Journal of Behavioral Decision Making,1990

3. Real-time measurement of business conditions;Aruoba;Journal of Business and Economic Statistics,2009

4. Investor sentiment and the cross section of stock returns;Baker;Journal of Finance,2006

5. Investor sentiment in the stock market;Baker;Journal of Economic Perspectives,2007

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