Can overnight return really serve as a proxy for firm-specific investor sentiment? : cross-country evidence
Year of publication: |
2020
|
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Authors: | Xiong, Xiong ; Meng, Yongqiang ; Li, Xiao ; Shen, Dehua |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 64.2020, p. 1-14
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Subject: | Cross-country stock markets | Firm-specific investor sentiment | Overnight return | Sentiment-driven mispricing | Schätzung | Estimation | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Welt | World | Aktienmarkt | Stock market |
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