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Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi; Faff, Robert; Oliver, Barry; Subrahmanyam, Avanidhar

Description

We document asymmetric announcement effects of consumer sentiment news on United States stock and stock futures markets. While a negative market effect occurs upon the release of bad sentiment news, there is no market reaction for the counterpart good new

CollectionsANU Research Publications
Date published: 2013
Type: Journal article
URI: http://hdl.handle.net/1885/77761
Source: Journal of Banking and Finance
DOI: 10.1016/j.jbankfin.2013.07.032

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