This paper takes advantage of a natural experiment to examine the relationship between the price and saliency of health …

momentum neither explains nor is explained by price momentum and earnings momentum. Customer momentum is partially driven by …

error correction model over two overlapping periods: 2010-2017 and 2010-2019. Price discovery is achieved through the … index, gold price, a Google search variable associated to Bitcoin, and a fear index proxied by the FED Financial Stress … efficient Bitcoin price. The S&P 500 index and Google searches have a positive effect whereas gold prices and the fear index …

cognitive effort required to process the information. We find that subjects’ behavior is largely in line with the predictions …

analyzing the announcement effects of sentiment. Our results indicate that consumer sentiment has valuable information content …