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Evaluation of academic finance conferences
Kerl, Alexander Gabriel; Miersch, Enrico; Walter, Andreas - In: Journal of banking & finance 89 (2018), pp. 26-38
Persistent link: https://www.econbiz.de/10011963064
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When do sell-side analyst reports really matter? : shareholder protection, institutional investors and the informativeness of equity research
Arand, Daniel; Kerl, Alexander Gabriel; Walter, Andreas - In: European financial management : the journal of the … 21 (2015) 3, pp. 524-555
Persistent link: https://www.econbiz.de/10011317992
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Long-run performance evaluation of journalist's stock recommendations
Kerl, Alexander Gabriel; Walter, Andreas - In: Kredit und Kapital 42 (2009) 2, pp. 213-243
Persistent link: https://www.econbiz.de/10003867449
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Do German security analysts herd?
Naujoks, Marcel; Aretz, Kevin; Kerl, Alexander Gabriel; … - In: Financial markets and portfolio management 23 (2009) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10003889860
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Tagging the triggers : an empirical analysis of information events prompting sell-side analyst reports
Kerl, Alexander Gabriel; Stolper, Oscar; Walter, Andreas - In: Financial markets and portfolio management 26 (2012) 2, pp. 217-246
Persistent link: https://www.econbiz.de/10009553645
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The impact of Financial Times Deutschland news on stock prices : post-announcement drifts and inattention of investors
Kerl, Alexander Gabriel; Schürg, Carolin; Walter, Andreas - In: Financial markets and portfolio management 28 (2014) 4, pp. 409-436
Persistent link: https://www.econbiz.de/10010467287
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The usual suspects : the effects of attention on journalists' stock recommendations
Kerl, Alexander Gabriel; Walter, Andreas - In: Applied financial economics letters 4 (2008) 1/3, pp. 97-101
Persistent link: https://www.econbiz.de/10003725336
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The impact of <Emphasis Type="BoldItalic">Financial Times Deutschland news on stock prices: post-announcement drifts and inattention of investors
Kerl, Alexander; Schürg, Carolin; Walter, Andreas - In: Financial Markets and Portfolio Management 28 (2014) 4, pp. 409-436
<Para ID="Par4">In this paper, we analyze the impact of Financial Times Deutschland (FTD) news on stock prices and trading volumes. Based on a sample of all news about German DAX, MDAX, and SDAX companies published in the news section of the FTD between 2006 and 2010, our results show that articles that contain...</para>
Persistent link: https://www.econbiz.de/10011154660
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Tagging the triggers: an empirical analysis of information events prompting sell-side analyst reports
Kerl, Alexander; Stolper, Oscar; Walter, Andreas - In: Financial Markets and Portfolio Management 26 (2012) 2, pp. 217-246
Persistent link: https://www.econbiz.de/10010863272
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The usual suspects: the effects of attention on journalists' stock recommendations
Kerl, Alexander; Walter, Andreas - In: Applied Financial Economics Letters 4 (2008) 2, pp. 97-101
This study examines if journalists are affected by attention stimuli similar to that of individual investors. Applying logistic regression technique, we find that journalists focus on attention grabbing stocks when publishing their buy and sell recommendations. Thereby, journalists intensify the...
Persistent link: https://www.econbiz.de/10004988335