Mood Beta, Sentiment and Stock Returns in China
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DOI: 10.1177/21582440221079873
Abstract: We examine the cross-sectional seasonality of stock excess returns in China. We find that stocks’ historical excess returns are positively related to their future excess returns under a congruent-mood period and negatively associated with their… read more here.
Keywords: mood beta; returns china; mood; excess returns ... See more keywords