When is a MAX not the MAX? : how news resolves information uncertainty
Year of publication: |
2020
|
---|---|
Authors: | Tao, Ran ; Brooks, Chris ; Bell, Adrian R. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 57.2020, p. 33-51
|
Subject: | Information uncertainty | Investor sentiment | Lottery-like stocks | MAX | News coverage | Stock return predictability | Risiko | Risk | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Information | Aktienmarkt | Stock market |
-
Hazard stocks and expected returns
DeLisle, R. Jared, (2021)
-
Uncertainty triggers overreaction : evidence from corporate takeovers
Black, Emma L., (2017)
-
How does the stock market absorb shocks?
Frank, Murray Z., (2018)
- More ...
-
Tomorrow's Fish and Chip Paper? Slowly Incorporated News and the Cross-Section of Stock Returns
Tao, Ran, (2020)
-
Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns
Tao, Ran, (2021)
-
When Is a MAX Not the MAX? How News Resolves Information Uncertainty
Tao, Ran, (2020)
- More ...