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We separate downloads on the SEC EDGAR database into human and machine actions by the intensity of information retrieval (Ryans, 2017). The split shows that the extent of machine downloads has risen 35 times since 2004, accounting for over 96% of total downloads as of 2016. We formally...
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We find a significant negative relationship between stock returns during the week and the reported incidence of domestic violence during the weekend. Our findings suggest that wealth shocks caused by the stock market can affect stress levels within families, escalate arguments, and trigger...
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The "three-child policy" is a unique population policy in China. Previous studies have shown that demographic policies are related to the performance of related stocks and affect economic development. I studied the impact of the introduction of the "three- child policy" on the stock performance...
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We present a theory of the diversification discount based on investor specialization in information; this is modeled by …
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