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Firm-Specific Investor Sentiment and Productivity

Guo, Haifeng; Sun, Wenyi; Zeng, Yeqin - 2023

Using a sample of U.S. public firms between 2010 and 2019, we document a positive relation between firm-specific investor sentiment (FSIS) and total factor productivity (TFP). The positive relation remains robust to three identification methods: a difference-in-differences (DID) analysis...

Persistent link: https://www.econbiz.de/10014348613

Some new evidence on the relationship between beta stability and market conditions

Faff, Robert W.; Brooks, Robert - In: Journal of quantitative economics : official journal of … 14 (1998) 2, pp. 67-83

Persistent link: https://www.econbiz.de/10001444767

Further evidence on the relationship between beta stability and the length of the estimation period

Faff, Robert W. - In: Advances in investment analysis and portfolio … 4 (1997), pp. 95-111

Persistent link: https://www.econbiz.de/10001229799

The impact of exchange rate volatility on German-US trade flows

McKenzie, Michael D. - In: Journal of international financial markets, … 7 (1997) 1, pp. 73-87

Persistent link: https://www.econbiz.de/10001230294

Financial deregulation and relative risk of Australian industry

Brooks, Robert - In: Australian economic papers 36 (1997) 69, pp. 308-320

Persistent link: https://www.econbiz.de/10001239138

Forecast error and social loss approaches to testing the efficiency of Australian financial futures

Brooks, Robert - In: Australian economic papers 35 (1996) 66, pp. 132-140

Persistent link: https://www.econbiz.de/10001210680

GARCH modelling of individual stock data : the impact of censoring, firm size and trading volume

Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Journal of international financial markets, … 11 (2001) 2, pp. 215-222

Persistent link: https://www.econbiz.de/10001575257

GARCH modeling of individual stock data : the impact of censoring, firm size and trading volume

Brooks, Robert; Faff, Robert W.; Fry, Tim R. L. - In: Papers in efficiency, effectiveness and international …, (pp. 141-151). 2000

Persistent link: https://www.econbiz.de/10001586273

Testing a two-factor APT model on Australian industry equity portfolios : the effect of intervaling

Josev, Thomas; Brooks, Robert; Faff, Robert W. - In: Applied financial economics 11 (2001) 2, pp. 157-163

Persistent link: https://www.econbiz.de/10001563335

Average inter-security correlation coefficients : implications for the timing of hedging decisions

Brooks, Robert - In: Advances in futures and options research : a research annual 9 (1997), pp. 129-155

Persistent link: https://www.econbiz.de/10001226763