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- W3012856531 endingPage "3351" @default.
- W3012856531 startingPage "3321" @default.
- W3012856531 abstract "Abstract This paper examines the relationship between sentiment‐apt investors and UK stock returns at industry level over the period January 1988 to December 2017. Using two new sentiment proxies (laggards to leaders and growth opportunity index) for 10 discrete sector groupings, we provide novel evidence on how returns in the UK stock market react to the activities of sentiment‐disposed investors. First, using threshold nonlinear regression, we document a significant relationship between the laggards to leaders sentiment proxy and sectoral returns. Our findings reveal that aggregate returns in the sector are affected by activities of investors who embark on profit‐taking when there is an increase in the proportion of lagging to leading stocks beyond the threshold value. Secondly, when using the growth opportunity sentiment proxy, we report that the increase in growth above the growth threshold value has a significant impact on sector returns. This study further confirms significant impact of non‐threshold variables on sector groupings. Our findings are robust, having been subjected to a range of robustness checks." @default.
- W3012856531 created "2020-03-27" @default.
- W3012856531 creator A5011714729 @default.
- W3012856531 creator A5020498047 @default.
- W3012856531 creator A5073348020 @default.
- W3012856531 creator A5089605540 @default.
- W3012856531 date "2020-08-10" @default.
- W3012856531 modified "2023-10-16" @default.
- W3012856531 title "<scp>Sentiment‐Apt</scp> investors and <scp>UK</scp> sector returns" @default.
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