...Qiang Bu; Jeffrey Forrest Purpose The authors compare sentiment level with sentiment shock from different angles to determine which measure better captures the relationship between sentiment and stock returns. Design/methodology/approach This paper examines the relationship between investor...

...Nang Biak Sing; Rajkumar Giridhari Singh Purpose This paper aims to investigate the influence of attention and sentiment in the Indian stock market during the unusual COVID-19 crisis in the first and second waves of the pandemic. Design/methodology/approach In this study, the capital asset...

...Lee M. Dunham; John Garcia Purpose This study examines the effect of firm-level investor sentiment on a firm's level of financial distress. Design/methodology/approach The authors use Bloomberg's firm-level, daily investor sentiment scores derived from firm-level news and Twitter content...

...Lee M. Dunham; John Garcia Purpose The purpose of this paper is to examine the effect of firm-level investor sentiment on a firm's share liquidity. Design/methodology/approach The authors use Bloomberg's firm-level, daily investor sentiment scores derived from firm-level news and Twitter...