A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns
This article investigates the suitability of 13 investor sentiment proxies as causal explanations for monthly stock returns of the European S&P 350 constituents over 45 years. We analyzed a sample of 362 companies covering 16 European countries. Analyses incorporate multiple categories of invest...
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| Formato: | article |
| Idioma: | eng |
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2020
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| Texto completo: | http://hdl.handle.net/10400.19/6328 |
| País: | Portugal |
| Oai: | oai:repositorio.ipv.pt:10400.19/6328 |