Y. Chung, Dennis; Hrazdil, Karel; Trottier, Kim - In: American Journal of Business 29 (2014) 1, pp. 95-111
stock market anomaly documented by Thomas and Zhang (TZ) (“Overreaction to intra-industry information transfers?” Journal of …-industry information transfers are based on the GICS. The paper aims to discuss these issues. Design/methodology/approach – The authors … new insights and contributions to the debate on whether or not market significantly misprices information transfers …