Divergence of sentiment and stock market trading
(2017)
Journal Article
Siganos, A., Vagenas-Nanos, E., & Verwijmeren, P. (2017). Divergence of sentiment and stock market trading. Journal of Banking and Finance, 78, 130-141. https://doi.org/10.1016/j.jbankfin.2017.02.005
This paper introduces the concept of divergence of sentiment to the behavioral finance literature. We measure the distance between people with positive and negative sentiment on a daily basis for 20 countries by using data from status updates on Face... Read More about Divergence of sentiment and stock market trading.