Music sentiment and stock returns

Adrian Fernandez-Perez, Alexandre Garel and Ivan Indriawan

Economics Letters, 2020, vol. 192, issue C

Abstract: We develop a novel measure of investor sentiment based on the valence of songs that individuals listen to. Our measure of music sentiment captures seasonal and weather-induced mood swings and is associated with a systematic pattern of mispricing correction.

Keywords: Investor sentiment; Music sentiment; Mispricing; Mood; Valence (search for similar items in EconPapers)
JEL-codes: G12 G14 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301774

DOI: 10.1016/j.econlet.2020.109260

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