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Information acquisition and expected returns : evidence from EDGAR search traffic

Li, Weikai; Sun, Chengzhu - In: Journal of economic dynamics & control 141 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013465429

Order persistence, adverse selection, and gross profits earned by NYSE specialists

Lin, Ji-chai - 1993

Persistent link: https://www.econbiz.de/10000996828

Efficiency with costly information : a reinterpretation of evidence from managed portfolios

Elton, Edwin J. (contributor) - In: The review of financial studies 6 (1993) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10001149995

Costly search and mutual fund flows

Sirri, Erik R. - In: The journal of finance : the journal of the American … 53 (1998) 5, pp. 1589-1622

Persistent link: https://www.econbiz.de/10001248618

How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns

Guidolin, Massimo; Orlov, Alexei G.; Pedio, Manuela - In: Quantitative finance 18 (2018) 1, pp. 139-169

Persistent link: https://www.econbiz.de/10011905849

Investor inattention and the market impact of summary statistics

Gilbert, Thomas; Kogan, Shimon; Lochstoer, Lars A.; … - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 336-350

Persistent link: https://www.econbiz.de/10009512154

Mutual fund flows, expected returns, and the real economy

Jank, Stephan - 2011 - First draft: December 4, 2010, This draft: February 7, 2011

The paper explores whether the co-movement of market returns and equity fund flows can be explained by a common response to macroeconomic news. I find that variables that predict the real economy as well as the equity premium are related to mutual fund flows. Changes in dividend-price ratio...