Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns
Ran Tao, Chris Brooks and Adrian Bell
Year of publication: |
2021
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Authors: | Tao, Ran ; Brooks, Chris ; Bell, Adrian R. |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 8, p. 774-795
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Subject: | anomalies | information dissemination | investor attention | News sentiment | stock return predictability | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Anlageverhalten | Behavioural finance | Informationsverbreitung | Information dissemination | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
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