Matches in SemOpenAlex for { <https://semopenalex.org/work/W3148866986> ?p ?o ?g. }
Showing items 1 to 61 of
61
with 100 items per page.
- W3148866986 abstract "I perform textual analysis on 20,000 annual SEC 10-K Forms, for NYSE, NASDAQ and AMEX stocks, from 1992 until 2015. The textual analysis negative (pessimism) percentage per se, as used in the previous literature, is not a significant determinant of future stock returns. But, monthly portfolios based on the product of annual pessimism change and the previous period returns generate returns in excess of previous winners/losers. Nine months after the filing, the difference is higher than 5%, while it surpasses 7% twelve months after the filing. Negative (positive) previous returns along with positive pessimism changes lead to positive (negative) returns." @default.
- W3148866986 created "2021-04-13" @default.
- W3148866986 creator A5091222038 @default.
- W3148866986 date "2015-07-13" @default.
- W3148866986 modified "2023-09-27" @default.
- W3148866986 title "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns" @default.
- W3148866986 hasPublicationYear "2015" @default.
- W3148866986 type Work @default.
- W3148866986 sameAs 3148866986 @default.
- W3148866986 citedByCount "0" @default.
- W3148866986 crossrefType "posted-content" @default.
- W3148866986 hasAuthorship W3148866986A5091222038 @default.
- W3148866986 hasConcept C106159729 @default.
- W3148866986 hasConcept C138885662 @default.
- W3148866986 hasConcept C149782125 @default.
- W3148866986 hasConcept C162324750 @default.
- W3148866986 hasConcept C166957645 @default.
- W3148866986 hasConcept C204036174 @default.
- W3148866986 hasConcept C27206212 @default.
- W3148866986 hasConcept C2779343474 @default.
- W3148866986 hasConcept C2991665230 @default.
- W3148866986 hasConcept C95457728 @default.
- W3148866986 hasConcept C9992130 @default.
- W3148866986 hasConceptScore W3148866986C106159729 @default.
- W3148866986 hasConceptScore W3148866986C138885662 @default.
- W3148866986 hasConceptScore W3148866986C149782125 @default.
- W3148866986 hasConceptScore W3148866986C162324750 @default.
- W3148866986 hasConceptScore W3148866986C166957645 @default.
- W3148866986 hasConceptScore W3148866986C204036174 @default.
- W3148866986 hasConceptScore W3148866986C27206212 @default.
- W3148866986 hasConceptScore W3148866986C2779343474 @default.
- W3148866986 hasConceptScore W3148866986C2991665230 @default.
- W3148866986 hasConceptScore W3148866986C95457728 @default.
- W3148866986 hasConceptScore W3148866986C9992130 @default.
- W3148866986 hasLocation W31488669861 @default.
- W3148866986 hasOpenAccess W3148866986 @default.
- W3148866986 hasPrimaryLocation W31488669861 @default.
- W3148866986 hasRelatedWork W134698503 @default.
- W3148866986 hasRelatedWork W1841198434 @default.
- W3148866986 hasRelatedWork W1977354885 @default.
- W3148866986 hasRelatedWork W2151322744 @default.
- W3148866986 hasRelatedWork W2254943179 @default.
- W3148866986 hasRelatedWork W244013071 @default.
- W3148866986 hasRelatedWork W259532887 @default.
- W3148866986 hasRelatedWork W2764249671 @default.
- W3148866986 hasRelatedWork W2912505962 @default.
- W3148866986 hasRelatedWork W2955380270 @default.
- W3148866986 hasRelatedWork W2997670240 @default.
- W3148866986 hasRelatedWork W3121500032 @default.
- W3148866986 hasRelatedWork W3122187769 @default.
- W3148866986 hasRelatedWork W3122219116 @default.
- W3148866986 hasRelatedWork W3122794866 @default.
- W3148866986 hasRelatedWork W3124876707 @default.
- W3148866986 hasRelatedWork W3150634864 @default.
- W3148866986 hasRelatedWork W3197781836 @default.
- W3148866986 hasRelatedWork W621029358 @default.
- W3148866986 hasRelatedWork W2187312004 @default.
- W3148866986 isParatext "false" @default.
- W3148866986 isRetracted "false" @default.
- W3148866986 magId "3148866986" @default.
- W3148866986 workType "article" @default.