Data Construction Methodology
Sample Data
References
- Fuwei Jiang, Joshua Lee, Xiumin Martin, and Guofu Zhou. "Manager Sentiment and Stock Returns" Journal of Financial Economics 132(1), 2019,126-149.
- Jiang Fuwei, Meng Lingchao, Tang Guohao. "Textual Media Sentiment and Stock Return Predictions" Economics (Quarterly) 2021, Vol. 21 No. 4.
Data Update Frequency
Updated periodically