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1
The differential informativeness of positive and negative stock returns
Amir, Eli
;
Levi, Shai
;
Zuckerman, Roy
- In:
Journal of accounting, auditing & finance : JAAF
37
(
2022
)
3
,
pp. 633-653
Persistent link: https://www.econbiz.de/10013257929
Saved in:
2
S&P 500 affiliation and stock price informativeness
Liu, Shinhua
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10012287198
Saved in:
3
Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Economic modelling
69
(
2018
),
pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
Saved in:
4
Information percolation, momentum and reversal
Andrei, Daniel
;
Cujean, Julien
- In:
Journal of financial economics
123
(
2017
)
3
,
pp. 617-645
Persistent link: https://www.econbiz.de/10011751401
Saved in:
5
News and idiosyncratic volatility : the public information processing hypothesis
Engle, Robert F.
;
Hansen, Martin Klint
;
Karagozoglu, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012504316
Saved in:
6
Momentum, information, and herding
Lin, Zhilu
;
Wu, Wentao
;
Zhang, Haoran
- In:
The journal of behavioral finance : a publication of …
24
(
2023
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10013547912
Saved in:
7
Idiosyncratic return variation : firm-specific information or noise?
Shu, Yaruo
;
Sohn, Sungbin
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013455240
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8
The cross section of information transmission in news media and stock returns
Wu, Yi
;
Wang, Xinyao
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10015062245
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9
Information diffusion and momentum in laboratory markets
Lin, Shengle
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
4
,
pp. 357-372
Persistent link: https://www.econbiz.de/10011566156
Saved in:
10
Private information transmission, momentum and reversal
Yang, Haijun
;
Xia, Wei
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
3
,
pp. 311-322
Persistent link: https://www.econbiz.de/10012287213
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