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Does sentiment lead prices? Evidence from individual stock price discovery
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DOI：10.1016/j.frl.2026.110532.png)
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Abstract
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• Tests whether stock-specific sentiment directly leads price discovery. • Constructs a sentiment-implied price from past information. • Raw sentiment shows weak and inconsistent information leadership. • Sentiment-implied price significantly leads observed stock prices. • Persistent sentiment is strongly associated with informational leadership.
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