Listar por autoría "c8116b7c-b82d-4790-890e-476b12fa7301"

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    • closedAccess   Daily happiness and stock returns: Some international evidence 

      Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea Elsevier (2016-10-15)
      In this paper, we examine the relations between the daily happiness sentiment extracted from Twitter and the stock market performance in 11 international stock markets. By partitioning this happiness sentiment into quintiles ...

    • closedAccess   R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 

      Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea Elsevier (2016)
      A growing literature regards R2 and idiosyncratic volatility as interchangeable proxies for firm-specific return variation and examines its relations to information efficiency. However, the question on choosing the ...