Pervasive underreaction : evidence from high-frequency data
Year of publication: |
2021
|
---|---|
Authors: | Jiang, Hao ; Li, Sophia Zhengzi ; Wang, Hao |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 141.2021, 2, p. 573-599
|
Subject: | Attention | Expectation formation | High-frequency | News | Underreaction | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Erwartungsbildung | Börsenkurs | Share price | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading |
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