Investor Sentiment and Corporate Disclosure

By M. E. Ellis. 2009

232 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/2e8f3cea0480b5ddf627ae17ba626ba0c853dda6

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Citations in the corpus

Firm Life Cycle, Corporate Risk Taking, and Investor Sentiment (2017, unknown): “In the financial reporting context, investor sentiment has been found to have influenced management forecast disclosures (Bergman and Roychowdhury, 2008), analyst forecast properties (Hribar and McInnis, 2012), disclosure of pro-forma earnings metrics (Brown et al.”
Natural Expectations, Macroeconomic Dynamics, and Asset Pricing (2012, background): “Bergman and Roychowdhury (2008) document a positive relation between the consumer confi dence index (a proxy for market sentiment) and the error in long- horizon earnings estimates of fi nancial analysts, consistent with the idea that when times are good, market participants may insuffi ciently…”
The short of it (2012, unknown): “These anomalies reflect sorts on measures that include financial distress, net stock issues, composite equity issues, total accruals, net operating assets, momentum, gross (1)Studies addressing market-wide sentiment include Delong, Summers, Shleifer, and Waldman (1990), Shleifer and Summers (1990), ”
Cognitive Dissonance, Sentiment, and Momentum (2012, background): “Thus, investor sentiment has been linked to the post-earnings announcement drift (Livnat and Petrovic (2008)), fund flows and the value effect (Frazzini and Lamont (2008)), corporate disclosure (Bergman and Roychowdhury (2008)), initial public offerings (IPOs) (Cornelli, Goldreich, and Ljungqvist (2”
Manager sentiment and stock returns (2019, background): “(2006, 2007, 2011, 2012), Bergman and Roychowdhury (2008), Yu and Yuan (2011), Baker, Wurgler, and Yuan (2012), Stambaugh, Yu, and Yuan (2012), Brown, Christensen, Elliott, and Mergenthaler (2012), Hribar and McInnis (2012), Mian and Sankaraguruswamy (2012), and others.”
Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2014, unknown): “These implications are in fact supported by Jin (2012), who finds that long-short spreads based on a wide range of anomalies are more profitable among high-IVOL stocks, and this effect (7)Related studies that investigate the role of investor sentiment in cross-sectional returns include Baker and Wur”
Overnight Returns and Firm-Specific Investor Sentiment (2018, unknown): “…strong short-term retail investor demand relative 2Among the articles examining firm-level issues using market-wide sentiment measures are those by Bergman and Roychowdhury (2008), Livnat and Petrovits (2013), Walther and Willis (2013), Hribar and McInnis (2012), and Mian and Sankaraguruswamy…”