"Buy the rumor, sell the news": Liquidity provision by bond funds following corporate news events
Year of publication: |
2023
|
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Authors: | Huang, Alan Guoming ; Wermers, Russ ; Xue, Jinming |
Publisher: |
Cologne : University of Cologne, Centre for Financial Research (CFR) |
Subject: | Fixed income mutual funds | Corporate bonds | Institutional trading | Public news | Textual analysis |
Series: | CFR Working Paper ; 23-07 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1878781502 [GVK] hdl:10419/281205 [Handle] RePEc:zbw:cfrwps:281205 [RePEc] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G23 - Pension Funds; Other Private Financial Institutions ; G39 - Corporate Finance and Governance. Other |
Source: |
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"Buy the rumor, sell the news" : liquidity provision by bond funds following corporate news events
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The Information Intermediary Role of Professional Fund Analysts : A Textual Analysis Approach
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"Buy the rumor, sell the news" : liquidity provision by bond funds following corporate news events
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'Buy the Rumor, Sell the News' : Liquidity Provision by Bond Funds Following Corporate News Events
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Institutional trading around corporate news : evidence from textual analysis
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