Short-term reversals, short-term momentum, and news-driven trading activity
I-Hsuan Ethan Chiang, Chris Kirby, Ziye Zoe Nie
| Year of publication: |
2021
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|---|---|
| Authors: | Chiang, I-Hsuan Ethan ; Kirby, Chris ; Nie, Ziye Zoe |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 125.2021, p. 1-21
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| Subject: | Turnover | Information diffusion | Liquidity | Return continuations | Post earnings announcement drift | Cross-section of expected returns | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Gewinnprognose | Earnings announcement | Schätzung | Estimation | Informationsverbreitung | Information dissemination | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106068 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819653