Purpose: The purpose of this paper is to examine the effect of firm-level investor sentiment on a firm's share liquidity. Design/methodology/approach: The authors use Bloomberg's firm-level, daily investor sentiment scores derived from firm-level news and Twitter content in a regression model...

Purpose: This study examines the effect of firm-level investor sentiment on a firm's level of financial distress. Design/methodology/approach: The authors use Bloomberg's firm-level, daily investor sentiment scores derived from firm-level news and Twitter content in a beta-regression model to...