The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns

Journal of Banking and Finance

Volumn 35, Issue 5, 2011, Pages 1239-1249

  Akhtar, Shumi ^a   Faff, Robert ^b   Oliver, Barry ^a   Subrahmanyam, Avanidhar ^c  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF QUEENSLAND   (Australia)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

G14; Investor sentiment; Market efficiency; Stock market returns

Indexed keywords

EID: 79952747134     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2010.10.014     Document Type: Article

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