Showing 1 - 10 of 28
Persistent link: https://www.econbiz.de/10011848291
Persistent link: https://www.econbiz.de/10015411198
Persistent link: https://www.econbiz.de/10012135814
Persistent link: https://www.econbiz.de/10014295461
Persistent link: https://www.econbiz.de/10012087073
Several recent papers assume that private information (PIN), proposed by Easley et al. [2002. Is information risk a determinant of asset returns? Journal of Finance 57, 2185-2221; 2004. Factoring information into returns. Working Paper, Cornell University], is a determinant of stock returns. We...
Persistent link: https://www.econbiz.de/10005077514
Persistent link: https://www.econbiz.de/10014392963
Prior research has examined how companies exploit Twitter in communicating with investors, and whether Twitter activity predicts the stock market as a whole. We test whether opinions of individuals tweeted just prior to a firm's earnings announcement predict its earnings and announcement...
Persistent link: https://www.econbiz.de/10011547622
Persistent link: https://www.econbiz.de/10011502443
Persistent link: https://www.econbiz.de/10012494839