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- W4317381878 abstract "We examine the sentiment-synchronicity relationship in the Chinese stock market and find that investor sentiment has a significantly positive impact on the stock return synchronicity. Besides, the effect is more pronounced for young, small, volatile, and low-priced stocks. These findings are robust to alternative model specifications, an alternative sentiment proxy, and subperiod analysis." @default.
- W4317381878 created "2023-01-19" @default.
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- W4317381878 date "2023-05-01" @default.
- W4317381878 modified "2023-09-27" @default.
- W4317381878 title "When stock return synchronicity meets investor sentiment" @default.
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- W4317381878 doi "https://doi.org/10.1016/j.frl.2023.103655" @default.
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