Rapp, Albert - In: Journal of capital markets studies 3 (2019) 1, pp. 6-17
Purpose - The purpose of this paper is to investigate whether sentiment and mood, which are distinct theoretical … linear techniques, the effect of sentiment and mood on short-term abnormal stock return following earnings announcements is … tested separately. Findings - Mood tends to be a positive factor in predicting short-term abnormal stock return, as its …