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Are all text news just a noise for investors? : impact of online texts on Bitcoin returns
Damjanović, Aleksandar; Drenovak, Mikica - In: Ekonomske teme 61 (2023) 2, pp. 121-144
The paper demonstrates the power of alternative data. Relying on the indicators obtained by mining online publicly available news articles, authors analyze their impact on Bitcoin returns. This research shows that in the first quarter of 2022 Bitcoin returns could be explained by the sentiment...
Persistent link: https://www.econbiz.de/10014372681
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Information shocks and investor underreaction : evidence from the Bitcoin market
Meng, Yongqiang; Goodell, John W.; Shen, Dehua - In: Finance research letters 56 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014473632
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Investor attention, psychological anchors, and stock return predictability
Li, Jun; Yu, Jianfeng - In: Journal of financial economics 104 (2012) 2, pp. 401-419
Persistent link: https://www.econbiz.de/10009621130
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Does uncertainty boost overconfidence? : the case of financial analysts' forecasts
Bessière, Véronique; Elkemali, Taoufik - In: Managerial finance 40 (2014) 3, pp. 300-324
Persistent link: https://www.econbiz.de/10010256727
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Reexamining momentum profits : underreaction or overreaction to firm-specific information?
Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 261-289
Persistent link: https://www.econbiz.de/10011588318
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How does the stock market absorb shocks?
Frank, Murray Z.; Sanati, Ali - In: Journal of financial economics 129 (2018) 1, pp. 136-153
Persistent link: https://www.econbiz.de/10011982171
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Investor attention, psychological anchors, and the stealth index
Yang, Chih-Wen; Li, Chun-an; Hsu, Sam Ting-Hsin - In: The international journal of business and finance … 11 (2017) 2, pp. 79-92
Persistent link: https://www.econbiz.de/10011790409
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Intangible assets and analysts’ overreaction and underreaction to earnings information : empirical evidence from saudi arabia
Elkemali, Taoufik - In: Risks : open access journal 12 (2024) 4, pp. 1-16
, analysts exhibit systematic optimism rather than systematic underreaction or overreaction. The results also highlight that the … simultaneous phenomena of overreaction and underreaction is more pronounced in high intangible asset firms compared to low …Several prior studies indicate that financial analysts exhibit systematic underreaction to information; others …
Persistent link: https://www.econbiz.de/10014636511
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Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - In: Financial markets and portfolio management 33 (2019) 2, pp. 109-131
Persistent link: https://www.econbiz.de/10012113737
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Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - 2018
Persistent link: https://www.econbiz.de/10011995725