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Manager sentiment and stock returns

Published:2019-04 Issue:1 Volume:132 Page:126-149
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Jiang Fuwei,Lee Joshua,Martin Xiumin,Zhou Guofu

Funder

National Natural Science Foundation of China

Natural Science Foundation

National Planning Office of Philosophy and Social Science of China

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference83 articles.

1. Predictive regressions: a reduced-bias estimation method;Amihud;J. Financ. Quant. Anal.,2004

2. Multiple-predictor regressions: hypothesis tests;Amihud;Rev. Financ. Stud.,2009

3. Return predictability: is it there?;Ang;Rev. Financ. Stud.,2007

4. Does earnings guidance affect market returns? the nature and information content of aggregate earnings guidance;Anilowski;J. Account. Econ.,2007

5. Investor sentiment, beta, and the cost of equity capital;Antoniou;Manag. Sci.,2016

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