Unusual news flow and the cross section of stock returns
Turan G. Bali, Andriy Bodnaruk, Anna Scherbina, Yi Tang
| Year of publication: |
September 2018
|
|---|---|
| Authors: | Bali, Turan G. ; Bodnaruk, Andrij ; Scherbina, Anna ; Tang, Yi |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 64.2018, 9, p. 4137-4155
|
| Subject: | unusual news flow | volatility shocks | short-sale constraints | market efficiency | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Schock | Shock | Börsenkurs | Share price | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2017.2726 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011921496