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The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 35 (2011) 5, pp. 1239-1249

Persistent link: https://www.econbiz.de/10009245239

Stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 36 (2012) 12, pp. 3289-3301

Persistent link: https://www.econbiz.de/10009660492

Asymmetric information and news disclosure rules

Spiegel, Matthew; Subrahmanyam, Avanidhar - In: Journal of financial intermediation 9 (2000) 4, pp. 363-403

Persistent link: https://www.econbiz.de/10001720921

News events, information acquisition, and serial correlation

Holden, Craig W.; Subrahmanyam, Avanidhar - In: The journal of business : B 75 (2002) 1, pp. 1-32

Persistent link: https://www.econbiz.de/10001641877

Asymmetric effects of informed trading on the cost of equity capital

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: Management science : journal of the Institute for … 62 (2016) 9, pp. 2460-2480

Persistent link: https://www.econbiz.de/10011577121

High-frequency measures of informed trading and corporate announcements

Brennan, Michael J.; Huh, Sahn-Wook; Subrahmanyam, Avanidhar - In: The review of financial studies 31 (2018) 6, pp. 2326-2376

Persistent link: https://www.econbiz.de/10011926626

High-Frequency Measures of Informed Trading and Corporate Announcements

Brennan, Michael J. - 2017

We study informed trading around announcements of merger bids (M&AD) and quarterly earnings (EAD). Extending the EKOP (1996) approach, we compute the daily posterior probabilities of informed trading on good and bad news. We find evidence of informed trading before and after M&AD and EAD. A...

Persistent link: https://www.econbiz.de/10012972038

The Power of Bad : The Negativity Bias in Consumer Sentiment Announcements on Stock Returns

Akhtar, Shumi M. - 2010

This paper examines the equity market reaction to consumer sentiment in the context of the sentiment index issued by the Melbourne Institute of Applied Economics and Social Research. Unlike the Michigan index in the US, which is announced in phases, this index is announced once per month, which...

Persistent link: https://www.econbiz.de/10013142195