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On the existence of sports sentiment: the relation between football match results and stock index returns in Europe

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  • Christian Klein

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  • Bernhard Zwergel

    ()

  • Sebastian Heiden

    ()

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    File URL: http://hdl.handle.net/10.1007/s11846-009-0031-8
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    Bibliographic Info

    Article provided by Springer in its journal Review of Managerial Science.

    Volume (Year): 3 (2009)
    Issue (Month): 3 (November)
    Pages: 191-208

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    Handle: RePEc:spr:rvmgts:v:3:y:2009:i:3:p:191-208

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    Web page: http://www.springer.com/business/journal/11846

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    Related research

    Keywords: Event study; Sentiment; Market efficiency; Publication bias; File-drawer bias; Markov-switching market model; G14;

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    References

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    1. Kamstra, M.J. & Kramer, L.A. & Levi, M.D., 1998. "Losing Sleep at the Market: The Daylight-Savings Anomaly," Discussion Papers dp98-04, Department of Economics, Simon Fraser University.
    2. Sharpe, William F., 1967. "Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(02), pages 76-84, June.
    3. Aktas, Nihat & de Bodt, Eric & Cousin, Jean-Gabriel, 2007. "Event studies with a contaminated estimation period," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 129-145, March.
    4. Boehmer, Ekkehart & Masumeci, Jim & Poulsen, Annette B., 1991. "Event-study methodology under conditions of event-induced variance," Journal of Financial Economics, Elsevier, vol. 30(2), pages 253-272, December.
    5. J. K. Ashton & B. Gerrard & R. Hudson, 2003. "Economic impact of national sporting success: evidence from the London stock exchange," Applied Economics Letters, Taylor & Francis Journals, vol. 10(12), pages 783-785.
    6. David Hirshleifer & Tyler Shumway, 2003. "Good Day Sunshine: Stock Returns and the Weather," Journal of Finance, American Finance Association, vol. 58(3), pages 1009-1032, 06.
    7. Wessel Marquering & Johan Nisser & Toni Valla, 2006. "Disappearing anomalies: a dynamic analysis of the persistence of anomalies," Applied Financial Economics, Taylor & Francis Journals, vol. 16(4), pages 291-302.
    8. Dyl, Edward A & Maberly, Edwin D, 1988. " The Anomaly That Isn't There: A Comment on Friday the Thirteenth," Journal of Finance, American Finance Association, vol. 43(5), pages 1285-86, December.
    9. Brown, Keith C. & Harlow, W. V. & Tinic, Seha M., 1988. "Risk aversion, uncertain information, and market efficiency," Journal of Financial Economics, Elsevier, vol. 22(2), pages 355-385, December.
    10. Brian M. Lucey & Michael Dowling, 2005. "The Role of Feelings in Investor Decision-Making," Journal of Economic Surveys, Wiley Blackwell, vol. 19(2), pages 211-237, 04.
    11. Michael Dowling & Brian Lucey, 2008. "Mood and UK equity pricing," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 233-240.
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