Can stock message board sentiment predict future returns? Local versus nonlocal posts
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DOI: 10.1016/j.jbef.2022.100625
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- Dhasmana, Samriddhi & Ghosh, Sajal & Kanjilal, Kakali, 2023. "Does investor sentiment influence ESG stock performance? Evidence from India," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
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More about this item
Keywords
Stock message board; Investor sentiment; Local versus nonlocal posts; Return predictability; Small stocks;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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