The role of issuer announcement sentiment in share price discovery. Evidence from the Baltic stock exchanges
The study analyses the impact of issuer announcement sentiment on the dynamics of share prices in the Nasdaq Baltic Markets in 2018–2023. Analysis shows that Loughran and McDonald dictionary performs the best in explaining the issuer announcement sentiment among the dictionaries we tested and that t...
Gardado en:
| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Taylor & Francis Group
2026-01-01
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| Series: | Baltic Journal of Economics |
| Assuntos: | |
| Acceso en liña: | https://www.tandfonline.com/doi/10.1080/1406099X.2026.2705091 |
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