Sophisticated investor attention and market reaction to earnings announcements : evidence from the SEC's EDGAR log files
Ruihai Li, Xuewu (Wesley) Wang, Zhipeng Yan, and Yan Zhao
| Year of publication: |
2019
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| Authors: | Li, Ruihai ; Wang, Xuewu ; Yan, Zhipeng ; Zhao, Yan |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 20.2019, 4, p. 490-503
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| Subject: | Attention-based portfolio | Earnings response coefficient | Investor attention | Post-earnings-announcement drift | SEC’s EDGAR log files | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Gewinn | Profit | Gewinnprognose | Earnings announcement | Finanzmarktaufsicht | Financial supervision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2019.1575829 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012180521