Information shocks and short-term market underreaction
Year of publication: |
April 2017
|
---|---|
Authors: | Jiang, George J. ; Zhu, Kevin X. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 124.2017, 1, p. 43-64
|
Subject: | Information shocks | Short-term underreaction | Stock return momentum | Earnings announcement effect | Limited investor attention | Ankündigungseffekt | Announcement effect | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Schock | Shock | Börsenkurs | Share price | Gewinnprognose | Earnings announcement | Portfolio-Management | Portfolio selection |
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