Which sentiment index is more informative to forecast stock market volatility? Evidence from China

C Liang, L Tang, Y Li, Y Wei - International Review of Financial Analysis, 2020 - Elsevier
In this paper, we investigate the predictive ability of three sentiment indices constructed by
social media, newspaper, and Internet media news to forecast the realized volatility (RV) of …

Multilayer network analysis of investor sentiment and stock returns

GJ Wang, L Xiong, Y Zhu, C Xie, M Foglia - Research in International …, 2022 - Elsevier
We propose multilayer networks, including an investor sentiment layer and a stock return
layer, to study similarities and differences between investor sentiment connectedness and …

Does air pollution affect earnings management? Evidence from China

D Jiang, W Li, Y Shen, S Yu - Pacific-Basin Finance Journal, 2022 - Elsevier
By utilizing listed firms inand China from 2014 to 2018, this paper investigates how air
pollution affects firms' accrual earnings management. Empirical results show that higher air …

Stock market reactions to domestic sentiment: Panel CS-ARDL evidence

WMA Ahmed - Research in International Business and Finance, 2020 - Elsevier
This study sets out to explore the effects of business and consumer sentiment on stock
market performance, within the separate contexts of advanced and emerging markets. The …

[HTML][HTML] Dynamic connectedness between investors' sentiment and asset prices: A comparison between major markets in Europe and USA

R Sakariyahu, S Johan, R Lawal, A Paterson… - Journal of International …, 2023 - Elsevier
In this study, we use the GARCH-MIDAS model and its extensions to provide new insights
on the impact of investor sentiment on asset prices focusing on major market indices in …

Restoration path of small tourism enterprise managers' confidence in the COVID-19 period

WQ Ruan, TT Yang, SN Zhang - Journal of Travel & Tourism …, 2022 - Taylor & Francis
Although the government contributes to the tourism recovery, the influence of the
government on the micro-perceptions of tourism managers remains limited. The results of …

[HTML][HTML] Heterogeneity of the MENA region's bank stock returns: Does country risk matter?

M Albaity, RS Mallek, A Bakather… - Journal of Open …, 2023 - Elsevier
This study examined the impact of country-risk factors on bank stock returns in the Middle
East and North Africa (MENA) region countries. It also investigated whether Islamic banks …

Twitter mood, CEO succession announcements and stock returns

D Leitch, M Sherif - Journal of computational science, 2017 - Elsevier
This paper examines the relationship between Twitter sentiment on the announcement of
Chief Executive Officer (CEO) succession and stock returns over the period 2010–2015. The …

Country risk and bank returns: Evidence from MENA countries

M Albaity, SF Shah, HAH Al-Tamimi, M Rahman… - The Journal of Economic …, 2023 - Elsevier
In this study, country risk factors are examined in relation to bank stock returns in the MENA
region. Additionally, it analyzes whether the impact of risk factors on returns differs between …

[HTML][HTML] Do analysts pay attention to managerial sentiment? Evidence from analysts' following decisions and earnings forecasts

Y Zeng, KC Chan, Y Chen, L Li - Borsa Istanbul Review, 2023 - Elsevier
We examine the impact of managerial sentiment on analysts' following decisions and
earnings forecast accuracy. By analyzing the textual tone of management discussion and …