Sentiment and Stock Returns: Anticipating a Major Sporting Event -- Online Appendix

Authors

Geoffrey C. Friesen, University of Nebraska-LincolnFollow
Brian C. Payne, US Air Force AcademyFollow
Jiri Tresl, Central Michigan UniversityFollow

Date of this Version

9-2016

Citation

Geoffrey C Friesen (2016): Sentiment and Stock Returns: Anticipating a Major Sporting Event -- Online Appendix. UNL DigitalCommons. Text. http://doi.org/10.5072/FK21Z46V5D

Online appendix for the article forthcoming in the Journal of Sports Economics, http://jse.sagepub.com/
(SAGE Publications; Print ISSN: 1527-0025, Online ISSN: 1552-7794)

Comments

Copyright (c) 2016 Geoffrey C Friesen

Abstract

Table 3 (Appendix): Average Daily Raw Returns around NFL Super Bowl Events for Firms Headquartered in Losing, Winning, Favored, and Non-Favored States and the S&P 500

Table 5 (Appendix): Average Daily Abnormal Returns around NFL Super Bowl Events for Firms Headquartered in Losing, Winning, Favored, and Non-Favored States

Table 6 (Appendix): Average Daily Abnormal Returns around NFL Super Bowl Events for Firms Headquartered in Losing, Winning, Favored, and Non-Favored States Conditioned on whether the Firm is in a Losing or Winning State

Table 7 (Appendix) : Sample Split into Size Quintiles

Table 8 (Appendix) : Characteristics of the Matched Sample and Comparison to Main Sample

Table 9 (Appendix) : Comparison of Mean Cumulative Abnormal Returns between the Main Sample and Its Match