Does beta move with news? : firm-specific information flows and learning about profitability
Year of publication: |
2012
|
---|---|
Authors: | Patton, Andrew J. ; Verardo, Michela |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 25.2012, 9, p. 2789-2839
|
Subject: | Betafaktor | Beta risk | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | Lernprozess | Learning process | USA | United States | 1996-2006 |
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