Lin, Mei-Chen; Wu, Chu-Hua; Chiang, Ming-Ti - In: International Review of Financial Analysis 34 (2014) C, pp. 235-246
This study examines the impact of investor attention and analyst coverage on the diffusion of information. Using trading turnover as a proxy for investor attention, the results show that attention is crucial to the information diffusion from financial analysts. The effect of analyst coverage on...