...Ali Eray Bulut; Mei Wang Purpose This study examines whether increases in preannouncement attention can predict increases in stock returns or decreases in future volatility around monetary, inflation and employment announcements in the Turkish stock market. Design/methodology/approach We...

... intensity keywords sourced from Bloomberg, Wordstream and Google Trends. Findings The study identifies numerous instances of strong co-movements between IA and stock returns, predominantly occurring over the medium to long term. This suggests that IA plays a significant role in shaping stock market...

... on stock returns in the context of the Casablanca Stock Exchange, which has been relatively understudied compared to other regions such as Asia, Europe and the Americas. We go beyond previous research by examining whether stock returns exhibit asymmetric responses to changes in the pandemic situation...

... assets. Design/methodology/approach To achieve the goal, the authors conducted a multi-step analysis of stock returns and constructed complex sentiment indices that reflect the optimism or pessimism of stock market participants. The authors used panel regression with fixed effects and a sample...

...Ángel Pardo; Eddie Santandreu Purpose The study aims to test the existence of a meeting clustering effect in the Spanish Stock Exchange (SSE). Design/methodology/approach This paper studies the relationship between the clustering of annual general meetings and stock returns in the SSE...

...Vighneswara Swamy; Munusamy Dharani Purpose The purpose of this paper is to investigate whether the investor attention using the Google search volume index (GSVI) can be used to forecast stock returns. The authors also find the answer to whether the “price pressure hypothesis” would hold true...

...@csustan.edu 13 05 2016 29 08 2016 12 09 2016 © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Stock returns VIX VAR model Fear index Extreme volatility in the past decade has been one of the main driving characteristics...

... 14 03 2014 31 03 2015 30 09 2015 07 11 2015 21 11 2015 © Emerald Group Publishing Limited 2016 Emerald Group Publishing Limited Licensed re-use rights only Risk factors Stock returns Investor sentiment Asset pricing models Stochastic discount factor...

...Aydin Ozkan; Agnieszka Trzeciakiewicz Purpose – The purpose of this paper is to investigate the impact of insider trading on subsequent stock returns in the UK, with a specific focus on the impact of the global financial crisis of 2007-2008 on the relation between CEO and CFO stock purchases...

...Mustafa Sayim; Pamela D. Morris; Hamid Rahman Purpose This paper examines the effect of rational and irrational investor sentiment on the stock return and volatility of US auto, finance, food, oil and utility industries. Design/methodology/approach The American Association of Individual...