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Do investors infer vocal cues from CEOs during quarterly REIT conference calls?

Price, S. McKay; Seiler, Michael J.; Shen, Jiancheng - In: The journal of real estate finance and economics 54 (2017) 4, pp. 515-557

Persistent link: https://www.econbiz.de/10011797668

Earnings conference calls and stock returns : the incremental informativeness of textual tone

Price, S. McKay; Doran, James S.; Peterson, David R.; … - In: Journal of banking & finance 36 (2012) 4, pp. 992-1011

Persistent link: https://www.econbiz.de/10009557848

Do sophisticated investors interpret earnings conference call tone differently than investors at large? : evidence from short sales

Blau, Benjamin; DeLisle, Jared R.; Price, S. McKay - In: The journal of corporate finance : contracting, … 31 (2015), pp. 203-219

Persistent link: https://www.econbiz.de/10011289975

The relation between momentum and drift : industry-level evidence from equity real estate investment trusts (REITS)

Feng, Zhilan; Price, S. McKay; Sirmans, Clemon F. - In: The journal of real estate research 36 (2014) 3, pp. 383-407

Persistent link: https://www.econbiz.de/10010424858

French, Dan W.; Price, S. McKay - In: The journal of real estate finance and economics 57 (2018) 1, pp. 43-63

Persistent link: https://www.econbiz.de/10012038836

Conference call tone and stock returns : evidence from the stock exchange of Hong Kong

Brockman, Paul; Li, Xu; Price, S. McKay - In: Asia-Pacific journal of financial studies 46 (2017) 5, pp. 667-685

Persistent link: https://www.econbiz.de/10011779391

Macroeconomic uncertainty and predictability of real estate returns : the impact of asset liquidity

Nayar, Nandkumar; Price, S. McKay; Shen, Ke - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 82-113

Persistent link: https://www.econbiz.de/10014582191

Stock Return Predictability and Investor Sentiment : A High-Frequency Perspective

Sun, Licheng - 2016

We explore the predictive relation between high-frequency investor sentiment and stock market returns. Our results are based on a proprietary dataset of high-frequency investor sentiment, which is computed based on a comprehensive textual analysis of sources from news wires, internet news...

Persistent link: https://www.econbiz.de/10013002950

Emotions in the stock market

Griffith, John; Najand, Mohammad; Shen, Jiancheng - In: The journal of behavioral finance : a publication of … 21 (2020) 1, pp. 42-56

Persistent link: https://www.econbiz.de/10012180526

Stock return predictability and investor sentiment : a high-frequency perspective

Sun, Licheng; Najand, Mohammad; Shen, Jiancheng - In: Journal of banking & finance 73 (2016), pp. 147-164

Persistent link: https://www.econbiz.de/10011635681