Overnight Returns and Firm-Specific Investor Sentiment
Overnight Returns and Firm-Specific Investor Sentiment
About this item
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Author / Creator
Publisher
New York, USA: Cambridge University Press
Journal title
Language
English
Formats
Publication information
Publisher
New York, USA: Cambridge University Press
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Scope and Contents
Contents
We examine the suitability of using overnight returns to measure firm-specific investor sentiment by analyzing whether they possess characteristics expected of a sentiment measure. We document short-term overnight-return persistence, consistent with existing evidence of short-term persistence in the share demand of sentiment-influenced investors. W...
Alternative Titles
Full title
Overnight Returns and Firm-Specific Investor Sentiment
Authors, Artists and Contributors
Author / Creator
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Record Identifier
TN_cdi_proquest_journals_2787230098
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2787230098
Other Identifiers
ISSN
0022-1090
E-ISSN
1756-6916
DOI
10.1017/S0022109017000989
