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Halo, horn, or dark horse biases : corporate reputation and the earnings announcement puzzle
Jang, Woan-Yuh; Lee, Jie-haun; Hu, Hsueh-Chin - In: Journal of empirical finance 38 (2016), pp. 272-289
Persistent link: https://www.econbiz.de/10011664701
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Earnings announcements and option returns
Chung, Sung Gon; Louis, Henock - In: Journal of empirical finance 40 (2017), pp. 220-235
Persistent link: https://www.econbiz.de/10011745079
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Forecasting earnings with combination of analyst forecasts
Lin, Hai; Tao, Xinyuan; Wu, Chunchi - In: Journal of empirical finance 68 (2022), pp. 133-159
Persistent link: https://www.econbiz.de/10013464467
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Behavioral biases of informed traders: Evidence from insider trading on the 52-week high
Lee, Eunju; Piqueira, Natalia - In: Journal of empirical finance 52 (2019), pp. 56-75
Persistent link: https://www.econbiz.de/10012170633
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When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Groß-Klußmann, Axel; Hautsch, Nikolaus - In: Journal of empirical finance 18 (2011) 2, pp. 321-340
Persistent link: https://www.econbiz.de/10009301114
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The valuation effect of stock dividends or splits : evidence from a catering perspective
Hu, Conghui; Liu, Yu-jane; Xu, Xin - In: Journal of empirical finance 61 (2021), pp. 163-179
Persistent link: https://www.econbiz.de/10012693253
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The valuation effects of investor attention in stock-financed acquisitions
Adra, Samer; Barbopoulos, Leonidas G. - In: Journal of empirical finance 45 (2018), pp. 108-125
Persistent link: https://www.econbiz.de/10012102456
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Limited attention and M&A announcements
Reyes, Tomas - In: Journal of empirical finance 49 (2018), pp. 201-222
Persistent link: https://www.econbiz.de/10012117741
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When no news is good news : the decrease in investor fear after the FOMC announcement
Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Journal of empirical finance 41 (2017), pp. 187-199
Persistent link: https://www.econbiz.de/10011746972
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When is a MAX not the MAX? : how news resolves information uncertainty
Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51
Persistent link: https://www.econbiz.de/10012430435