4.6 Article

Information demand and net selling around earnings announcement

Related references

Note: Only part of the references are listed.
Article Business, Finance

Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies

Yue Li et al.

Summary: This study investigates the bi-directional causalities between cryptocurrency returns and investor attention, finding that the combined attention of social media and search engines has a more significant impact on cryptocurrencies.

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2021)

Article Business, Finance

Identifying Information Asymmetry in Securities Markets

Kerry Back et al.

REVIEW OF FINANCIAL STUDIES (2018)

Article Business, Finance

Do Chinese internet stock message boards convey firm-specific information?

Xiao Li et al.

PACIFIC-BASIN FINANCE JOURNAL (2018)

Article Business, Finance

Local Bias in Google Search and the Market Response around Earnings Announcements

Sabrina S. Chi et al.

ACCOUNTING REVIEW (2017)

Article Management

Asymmetric Effects of Informed Trading on the Cost of Equity Capital

Michael J. Brennan et al.

MANAGEMENT SCIENCE (2016)

Article Business, Finance

Earnings Announcements and Systematic Risk

Pavel Savor et al.

JOURNAL OF FINANCE (2016)

Article Business, Finance

The Role of Dissemination in Market Liquidity: Evidence from Firms' Use of Twitter™

Elizabeth Blankespoor et al.

ACCOUNTING REVIEW (2014)

Article Economics

Open source information, investor attention, and asset pricing

Wei Zhang et al.

ECONOMIC MODELLING (2013)

Article Business, Finance

The earnings announcement premium around the globe

Brad M. Barber et al.

JOURNAL OF FINANCIAL ECONOMICS (2013)

Article Business, Finance

Does Beta Move with News? Firm-Specific Information Flows and Learning about Profitability

Andrew J. Patton et al.

REVIEW OF FINANCIAL STUDIES (2012)

Article Business, Finance

Investor Information Demand: Evidence from Google Searches Around Earnings Announcements

Michael S. Drake et al.

JOURNAL OF ACCOUNTING RESEARCH (2012)

Article Business, Finance

Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?

Wen Jin et al.

JOURNAL OF ACCOUNTING RESEARCH (2012)

Article Business, Finance

Does more information in stock price lead to greater or smaller idiosyncratic return volatility?

Dong Wook Lee et al.

JOURNAL OF BANKING & FINANCE (2011)

Article Business, Finance

The Causal Impact of Media in Financial Markets

Joseph E. Engelberg et al.

JOURNAL OF FINANCE (2011)

Article Business, Finance

Do Internet Stock Message Boards Influence Trading? Evidence from Heavily Discussed Stocks with No Fundamental News

Sanjiv Sabherwal et al.

JOURNAL OF BUSINESS FINANCE & ACCOUNTING (2011)

Article Business, Finance

In Search of Attention

Zhi Da et al.

JOURNAL OF FINANCE (2011)

Article Business, Finance

The Role of the Business Press as an Information Intermediary

Brian J. Bushee et al.

JOURNAL OF ACCOUNTING RESEARCH (2010)

Article Business, Finance

Gone fishin': Seasonality in trading activity and asset prices

Harrison Hong et al.

JOURNAL OF FINANCIAL MARKETS (2009)

Article Business, Finance

Driven to Distraction: Extraneous Events and Underreaction to Earnings News

David Hirshleifer et al.

JOURNAL OF FINANCE (2009)

Article Business, Finance

Caught on tape: Institutional trading, stock returns, and earnings announcements

John Y. Campbell et al.

JOURNAL OF FINANCIAL ECONOMICS (2009)

Article Management

Yahoo! for Amazon: Sentiment extraction from small talk on the web

Sanjiv R. Das et al.

MANAGEMENT SCIENCE (2007)

Article Business, Finance

Earnings announcement premia and the limits to arbitrage

Daniel A. Cohen et al.

JOURNAL OF ACCOUNTING & ECONOMICS (2007)

Article Business, Finance

Retail investor sentiment and return comovements

Alok Kumar et al.

JOURNAL OF FINANCE (2006)

Article Business, Finance

Earnings and price momentum

Tarun Chordia et al.

JOURNAL OF FINANCIAL ECONOMICS (2006)

Article Business, Finance

R2 around the world:: New theory and new tests

L Jin et al.

JOURNAL OF FINANCIAL ECONOMICS (2006)

Article Business, Finance

Trading volume, information asymmetry, and timing information

J Chae

JOURNAL OF FINANCE (2005)

Article Business, Finance

Market liquidity as a sentiment indicator

M Baker et al.

JOURNAL OF FINANCIAL MARKETS (2004)

Article Business, Finance

Is all that talk just noise? The information content of Internet stock message boards

W Antweiler et al.

JOURNAL OF FINANCE (2004)

Article Business, Finance

Stock price reaction to news and no-news: drift and reversal after headlines

WS Chan

JOURNAL OF FINANCIAL ECONOMICS (2003)

Article Economics

Overconfidence and speculative bubbles

JA Scheinkman et al.

JOURNAL OF POLITICAL ECONOMY (2003)

Article Business, Finance

Differences of opinion and the cross section of stock returns

KB Diether et al.

JOURNAL OF FINANCE (2002)