Keywords: G40
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Journal Articles
Critical Finance Review 1–35.
Published: 22 July 2026
... only Photo pessimism Sentiment Return predictability G14 G40 The relationship between news sentiment and the performance of the stock market is widely recognized. Tetlock’s (2007) seminal study uses a psychosocial dictionary to quantify the textual pessimism of a daily Wall...
Journal Articles
Critical Finance Review (2025) 14 (3): 329–355.
Published: 30 June 2025
...-factor returns, and James Ng for excellent research assistance. © 2025 Tim Loughran 2025 Tim Loughran Licensed re-use rights only Fama–French 6-factor q5-factor q-factor Market efficiency Equity issuers G12 G14 G34 G40 In the last 30 years, myriad market anomalies have...

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