Cohen, Lauren (contributor); Diether, Karl B. (contributor); … - 2004
showing that
these results are unlikely to be driven by public information flow.
∗Cohen is at the Graduate School of Business …, University of Chicago; Diether is at the Fisher College of Business,
Ohio State University; Malloy is at London Business School … Sinquefield, Rob Stambaugh,
Ingrid Werner, and seminar participants at London Business School, University of Chicago, and Ohio …