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Hierarchical information and the rate of information diffusion
Xue, Yi; Gençay, Ramazan - In: Journal of economic dynamics & control 36 (2012) 9, pp. 1372-1401
Persistent link: https://www.econbiz.de/10009655665
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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
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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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Hedge fund activism and short-term value creation prior to the initial filing : evidence from US firms
Karpouzis, Efstathios; Margaritis, Dimitris; Psillaki, Maria - In: International journal of banking, accounting and … 13 (2023) 3, pp. 277-320
Persistent link: https://www.econbiz.de/10014232281
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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
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Outside insiders : does access to information prior to an IPO generate a trading advantage after the IPO?
Ozmel, Umit; Trombley, Timothy E.; Yavuz, Mehmet Deniz - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 1, pp. 303-334
Persistent link: https://www.econbiz.de/10012128914
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Outside Insiders : Does Access to Information Prior to an IPO Generate a Trading Advantage After the IPO?
Ozmel, Umit - 2016
We investigate whether access to information prior to an IPO generates a trading advantage after the IPO. We find that limited partners (LPs) of venture capital funds obtain high returns when they invest in newly listed stocks backed by their funds. These returns are not explained by LPs'...
Persistent link: https://www.econbiz.de/10013005321
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Investor attention, information diffusion and industry returns
Wu, Qiongbing; Shamsuddin, Abul - In: Pacific-Basin finance journal 30 (2014), pp. 30-43
Persistent link: https://www.econbiz.de/10010495689
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Role of derivatives market in attenuating underreaction to left-tail risk
Saurav, Sumit; Agarwalla, Sobhesh Kumar; Varma, Jayanth Rama - In: The journal of futures markets 44 (2024) 3, pp. 484-517
Persistent link: https://www.econbiz.de/10014475505
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An information diffusion model for momentum effect based on investor wealth
Yang, Haijun; Ge, Hengshun; Gao, Xinpeng - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013413450