- 1. Introduction
- 2. Earlier Literature and Testable Hypotheses
- 3. Data and Descriptive Statistics
- 3.1 General data considerations
- 3.2 Descriptive statistics
- 3.3 Some preliminary tests
- 4. Predictive Regressions of Stock Returns on Consumer Confidence
- 4.1. Methodology
- 4.2. Results for panel regressions
- 4.3. Results for individual countries
- 4.4. Relation of our results to earlier studies
- 4.5. Robustness tests
- 5. Cross-Sectional Analysis
- 5.1. Possible Determinants of Cross-Sectional Variation in the Sentiment-Return Relationship
- 5.2. Results
- 6. Conclusions
- References
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