{"id":"https://openalex.org/W4381887880","doi":"https://doi.org/10.1016/j.najef.2023.101966","title":"Stock-level sentiment contagion and the cross-section of stock returns","display_name":"Stock-level sentiment contagion and the cross-section of stock returns","publication_year":2023,"publication_date":"2023-06-24","ids":{"openalex":"https://openalex.org/W4381887880","doi":"https://doi.org/10.1016/j.najef.2023.101966"},"language":"en","primary_location":{"id":"doi:10.1016/j.najef.2023.101966","doi":"https://doi.org/10.1016/j.najef.2023.101966","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2023.101966","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086430512","display_name":"Liyun Zhou","orcid":"https://orcid.org/0000-0001-8543-6919","observed_orcids":["https://orcid.org/0000-0001-8543-6919"]},"institutions":[{"id":"https://openalex.org/I101479585","display_name":"South China Agricultural University","ror":"https://ror.org/05v9jqt67","country_code":"CN","type":"education","lineage":["https://openalex.org/I101479585"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Liyun Zhou","raw_affiliation_strings":["South China Agricultural University College of Economics & Management, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"South China Agricultural University College of Economics & Management, China","institution_ids":["https://openalex.org/I101479585"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Dongqiao Chen","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I101479585","display_name":"South China Agricultural University","ror":"https://ror.org/05v9jqt67","country_code":"CN","type":"education","lineage":["https://openalex.org/I101479585"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Dongqiao Chen","raw_affiliation_strings":["South China Agricultural University College of Economics & Management, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"South China Agricultural University College of Economics & Management, China","institution_ids":["https://openalex.org/I101479585"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5103278071","display_name":"Jialiang Huang","orcid":"https://orcid.org/0000-0002-8387-7320","observed_orcids":["https://orcid.org/0000-0002-8387-7320"]},"institutions":[{"id":"https://openalex.org/I37987034","display_name":"Guangzhou University","ror":"https://ror.org/05ar8rn06","country_code":"CN","type":"education","lineage":["https://openalex.org/I37987034"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Jialiang Huang","raw_affiliation_strings":["Guangzhou University School of Management, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Guangzhou University School of Management, China","institution_ids":["https://openalex.org/I37987034"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5103278071"],"corresponding_institution_ids":["https://openalex.org/I37987034"],"apc_list":{"value":2540,"currency":"USD","value_usd":2540},"apc_paid":null,"fwci":3.2143,"has_fulltext":false,"cited_by_count":18,"citation_normalized_percentile":{"value":0.92566849,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"68","issue":null,"first_page":"101966","last_page":"101966"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/sentiment-contagion","display_name":"sentiment contagion","score":0.871999979019165},{"id":"https://openalex.org/keywords/investor-sentiment","display_name":"investor sentiment","score":0.9319999814033508},{"id":"https://openalex.org/keywords/cross-section-of-stock-returns","display_name":"cross-section of stock returns","score":0.9800000190734863},{"id":"https://openalex.org/keywords/chinese-stock-market","display_name":"Chinese stock market","score":0.8240000009536743},{"id":"https://openalex.org/keywords/heterogeneous-beliefs","display_name":"heterogeneous beliefs","score":0.7670000195503235},{"id":"https://openalex.org/keywords/psychological-factors","display_name":"psychological factors","score":0.39399999380111694},{"id":"https://openalex.org/keywords/firm-size","display_name":"firm size","score":0.41499999165534973},{"id":"https://openalex.org/keywords/volatility","display_name":"volatility","score":0.5569999814033508},{"id":"https://openalex.org/keywords/growth-firms","display_name":"growth companies","score":0.765999972820282},{"id":"https://openalex.org/keywords/fixed-asset-ratio","display_name":"fixed asset ratio","score":0.8569999933242798},{"id":"https://openalex.org/keywords/firm-specific-information","display_name":"firm-specific information","score":0.7960000038146973},{"id":"https://openalex.org/keywords/economic-policy-uncertainty","display_name":"economic policy uncertainty","score":0.8889999985694885},{"id":"https://openalex.org/keywords/stock-portfolios","display_name":"stock portfolios","score":0.45100000500679016}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.7880113124847412},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5041009187698364},{"id":"https://openalex.org/C2778890369","wikidata":"https://www.wikidata.org/wiki/Q499041","display_name":"Financial contagion","level":3,"score":0.49968910217285156},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.4581654667854309},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4468291699886322},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.43806740641593933},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3954141139984131},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3478632867336273},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.32819753885269165},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.197535902261734},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12102124094963074},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.06533926725387573},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.najef.2023.101966","doi":"https://doi.org/10.1016/j.najef.2023.101966","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.najef.2023.101966","pdf_url":null,"source":{"id":"https://openalex.org/S155526628","display_name":"The North American Journal of Economics and Finance","issn_l":"1062-9408","issn":["1062-9408","1879-0860"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The North American Journal of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:ecofin:v:68:y:2023:i:c:s106294082300089x","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S106294082300089X","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G1391266602","display_name":null,"funder_award_id":"2020A1515110532","funder_id":"https://openalex.org/F4320321921","funder_display_name":"Natural Science Foundation of Guangdong Province"},{"id":"https://openalex.org/G2205992987","display_name":null,"funder_award_id":"(71803051)","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5223003866","display_name":null,"funder_award_id":"2020GZQN27","funder_id":"https://openalex.org/F4320318610","funder_display_name":"Guangzhou Office of Philosophy and Social Science"},{"id":"https://openalex.org/G5829717563","display_name":null,"funder_award_id":"72002053","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8208075124","display_name":null,"funder_award_id":"GD22YGL12","funder_id":"https://openalex.org/F4320326679","funder_display_name":"Guangdong Office of Philosophy and Social Science"}],"funders":[{"id":"https://openalex.org/F4320318610","display_name":"Guangzhou Office of Philosophy and Social Science","ror":null},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321921","display_name":"Natural Science Foundation of Guangdong Province","ror":null},{"id":"https://openalex.org/F4320326679","display_name":"Guangdong Office of Philosophy and Social Science","ror":"https://ror.org/05e08sj06"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":73,"referenced_works":["https://openalex.org/W1941579074","https://openalex.org/W1966797068","https://openalex.org/W1967395054","https://openalex.org/W1969610664","https://openalex.org/W1976162410","https://openalex.org/W1982032314","https://openalex.org/W1995834279","https://openalex.org/W1997250767","https://openalex.org/W2002227559","https://openalex.org/W2010053522","https://openalex.org/W2019222635","https://openalex.org/W2027435802","https://openalex.org/W2039734130","https://openalex.org/W2050815921","https://openalex.org/W2053274574","https://openalex.org/W2053685857","https://openalex.org/W2054053214","https://openalex.org/W2057492219","https://openalex.org/W2112606765","https://openalex.org/W2116347131","https://openalex.org/W2127997723","https://openalex.org/W2165173008","https://openalex.org/W2173913116","https://openalex.org/W2196996750","https://openalex.org/W2256370000","https://openalex.org/W2333981896","https://openalex.org/W2464243336","https://openalex.org/W2474601267","https://openalex.org/W2532746618","https://openalex.org/W2552885812","https://openalex.org/W2586675023","https://openalex.org/W2739057522","https://openalex.org/W2889410933","https://openalex.org/W2890014691","https://openalex.org/W2903594986","https://openalex.org/W2913505578","https://openalex.org/W2916965983","https://openalex.org/W2950335218","https://openalex.org/W2955618909","https://openalex.org/W2965157675","https://openalex.org/W3001335042","https://openalex.org/W3011436173","https://openalex.org/W3015716016","https://openalex.org/W3020658334","https://openalex.org/W3021993446","https://openalex.org/W3047828817","https://openalex.org/W3108445737","https://openalex.org/W3121467893","https://openalex.org/W3122075419","https://openalex.org/W3122313958","https://openalex.org/W3122431760","https://openalex.org/W3122649028","https://openalex.org/W3123503831","https://openalex.org/W3123675459","https://openalex.org/W3123834602","https://openalex.org/W3123962323","https://openalex.org/W3124088450","https://openalex.org/W3124273057","https://openalex.org/W3125497391","https://openalex.org/W3125512896","https://openalex.org/W3125750030","https://openalex.org/W3126044242","https://openalex.org/W3126081245","https://openalex.org/W3127455248","https://openalex.org/W3146611623","https://openalex.org/W3181025423","https://openalex.org/W3216213258","https://openalex.org/W4234620788","https://openalex.org/W4237239309","https://openalex.org/W4242545938","https://openalex.org/W4245022299","https://openalex.org/W4288056413","https://openalex.org/W4320180769"],"related_works":["https://openalex.org/W2363056251","https://openalex.org/W7095609328","https://openalex.org/W7100538606","https://openalex.org/W2345864532","https://openalex.org/W1559236343","https://openalex.org/W7124142340","https://openalex.org/W7113285105","https://openalex.org/W4392173165","https://openalex.org/W2376882354","https://openalex.org/W4313148498"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":6},{"year":2025,"cited_by_count":4},{"year":2024,"cited_by_count":8}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2023-06-25T00:00:00"}
