LAUSR

Music sentiment and stock returns

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1 Published in 2020 at "Economics Letters"

DOI: 10.1016/j.econlet.2020.109260

Abstract: We develop a novel measure of investor sentiment based on the valence of songs that individuals listen to. Our measure of music sentiment captures seasonal and weather-induced mood swings and is associated with a systematic… read more here.

Keywords: music sentiment; sentiment stock; stock returns; sentiment ... See more keywords