A frog in every pan : information discreteness and the lead-lag returns puzzle
Shiyang Huang, Charles M. C. Lee, Yang Song, Hong Xiang
| Year of publication: |
2022
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|---|---|
| Authors: | Huang, Shiyang ; Lee, Charles M. C. ; Song, Yang ; Xiang, Hong |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 145.2022, 2,1, p. 83-102
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| Subject: | Belief updating | Economically linked firms | Investor inattention | Momentum spillovers | Return prediction | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Spillover-Effekt | Spillover effect | Informationsverhalten | Information behaviour | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013473836