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Firm-specific investor sentiment and stock price crash risk

Published:2021-01 Issue: Volume:38 Page:101442
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Fu Junhui,Wu Xiang,Liu Yufang,Chen Rongda

Funder

China National Nature Science Foundation

Zhejiang Provincial Natural Science Foundation of China

Guangdong Natural Science Foundation

Publisher

Elsevier BV

Subject

Finance

Reference49 articles.

1. Overnight returns and firm-specific investor sentiment;Aboody;J. Financ. Quant. Anal.,2018

2. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financ. Markets.,2002

3. Stock price synchronicity, crash risk, and institutional investors;An;J. Corp. Financ.,2013

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

5. Noise;Black;J. Financ.,1986

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