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Stock-level sentiment contagion and the cross-section of stock returns

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Year: 2023
Type: article
Source: The North American Journal of Economics and Finance
DOI: 10.1016/j.najef.2023.101966
Authors: Liyun Zhou, Dongqiao Chen, Jialiang Huang
Institutions: South China Agricultural University, Guangzhou University
Language: English

Topic: Financial Markets and Investment Strategies
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences

Open Access status: closed

Funders: Guangzhou Office of Philosophy and Social Science, National Natural Science Foundation of China, Natural Science Foundation of Guangdong Province, Guangdong Office of Philosophy and Social Science
Awards: G1391266602, G2205992987, G5223003866, G5829717563, G8208075124
OpenAlex ID: W4381887880
FWCI: 3.214
Cites: 73
Cited by: 18
Related to: 10
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